The phrase "to keep a clean sheet this season" means to maintain an unblemished record in terms of results, without losing any games or matches during that particular season. It is commonly used in sports, particularly soccer, where teams compete against each other over the course of several months and the goal is to win as many games as possible while avoiding losses. A clean sheet refers specifically to a game in which no goals are scored by either team - it's considered a tie or a draw. So if a team manages to keep all their matches without conceding any goals, they will have kept a clean sheet throughout the entire season.