When $x \equiv a \pmod{n}$ one says that $a$ is the residue of $x$ modulo $n$.
So one can define:
$a$ is a 1-residue modulo $n$ if there is an $x$ with $x \equiv a \pmod{n}$.
Clearly, every $a<n$ is a 1-residue modulo $n$.
When $x^2 \equiv a \pmod{n}$ one says that $a$ is the quadratic residue of $x$ modulo $n$.
So one can define:
$a$ is a 2-residue modulo $n$ if there is an $x$ with $x^2 \equiv a \pmod{n}$.
In general:
$a$ is a k-residue modulo $n$ if there is an $x$ with $x^k \equiv a \pmod{n}$.
And finally
$a$ is a higher residue modulo $n$ when it is a k-residue modulo $n$ for some $k>1$.
In other words:
$a$ is a higher residue modulo $n$ when there is a $k>1$ and an $x$ with $x^k \equiv a \pmod{n}$.
I have learned that
$a$ is a higher residue modulo $n$ iff it is a 1-residue modulo $n$.
– i.e. every $a < n$ is a higher residue.
An argument, why this is so, was given by Darij Grinberg in a comment to another question. It involves Euler's totient function $\varphi$:
You can take $k=\varphi(n)+1$ as $x^{\varphi(n)} \equiv 1 \pmod{n}$ for each $x$ coprime to $n$.
Could anyone please clarify this argument - for me it's too concise.