Question

What exactly penetrating effect means ?

Answer 1

Penetration Power means the ability of an orbital to attract an electron. This process is accompanied with release of energy. The Penetration effect of s orbital is the maximum because of the closeness to the nucleus than are the p, d and f orbitals

In multiple-electron systems these are split into different energy levels, in that case the lower values are usually lower in energy level (i.e. S becomes lower than P)

The energy levels of multi-electron atoms are mostly found by spectroscopy. Understanding why the levels are arranged that way can be solved by computers using wave equations, but "a computer confirmed it" isn't a fun answer. A less reliable answer, but one more relatable to humans, can be found by considering orbital penetration.

Consider the radial distribution functions shown below, these show for each orbital how the probability of finding an electron varies with distances from the nucleus