plx means "please". It comes from the word "plz", and because Z and X are really close on an american keyboard, "plz" often gets mistyped as "plx". Exactly the same thing happens to "pwnage" (p and o are close on the keyboard). So, when you really want something and plz isn't good enough, type plx.

What noobs say when they cant be bothered or dont know how to say "please".

Note that plx doesnt have any vowels and also does not even 'sound' like it has vowels, like the word 'rhythm'. This means that plx actually isn't a true english word. So when people say this, you can actually ask them to speak in english. If they get confused, call them noobs.

An abbreviation of "plz thx", which is in short for "please, thanks"

could have come about through someone mistyping "pls" but being too high and mighty to admit it..therefore others began using it and it became a word.
May have originated in the online gameTibia.