OG = original gravity, which is the reading on your wort when you first brew it. FG = final gravity, which is the reading on your finished beer when it's done fermenting. A FG of 1.025 for a red ale is a little on the malty sweet side. I can think of a few possibilities why this has occurred. The first is, you're using a partial mash kit (or all grain) and let the mash temperature get away from you. 145*f to 155*f is the usual range for a soak/mash on your grains. Be strict on holding these temperatures as higher temps during this phase of your brewing will extract a lot more unfermentables from your grain.
The second issue may be related to your water volume. During your boil phase, did you add back any water due to evaporation or wort loss? You will lose some water during your boil and you might lose a good bit of wort due to water absorption in grains and trub (hops debris). Topping off your concentrated wort with pre-boiled water or bottled water can thin it out back to normal levels.
Third, you may have used a lot of adjunct grains to give it that copper red color. Adjunct grains contribute a lot of unfermentables to your beer, leaving it malty and sweet. When you design your recipes, try to use the minimal amount of adjunct grains to give the beer the characteristics you want (color, flavor, etc.) and let the majority of the sugars come from the base malt.
It could also be your yeast. Using old yeast will require that you make a starter to get to proper pitching amounts. Always check your dates on your yeast bottles/packs and buy fresh yeast if it came from a kit. Also, use proper pitching amounts, which is usually two to three bottles/packets of yeast for a 5 gallon batch for low gravity beers (more for high gravity). Using yeast with "high attenuation" characteristics can also help bring down the final gravity, as can using yeast nutrients and proper oxygenation of the wort.
