"DAJJAL" means "Imposter". Dajjal because he will travel to most of the regions of the Earth. He would basically be a great falsifier who would rise and he would, by his vicious tricks and devices, lead people astray from the path of righteousness. Following a great victory of the Muslims (under the Mahdi) against the Romans, Muslims will take over Rome.
Then, the Dajjal (False Messiah) will appear and a greater war will start between his followers and the believers for 40 days (longer that usual days) and will end when 'Eessa ("Jesus") will come and slay him along with his followers. All the remaining people will convert into Islam. Do you know about daujjal history? see this video.