The word intracellular means "within or inside a cell."
Molecules that cross a cell membrane to bind with a receptor are generally nonpolar and may be relatively small.
These molecules are also known as ligands, these trigger how genes are turned on or off which are essential for processes like growth metabolism etc.
[1] The process starts when a signaling molecule like hormones and binds to a specific receptor.
Examples are the class of nuclear receptors located in the cell nucleus and cytoplasm and the IP3 receptor located on the endoplasmic reticulum.