I means the GPU will draw up to 250w when it is running at 100% load. I would suggest that an 800w PSU is more than enough for your entire system requirements as your CPU will only draw around 110w under load, plus your other components are not significant in terms of power draw. Your total system power draw under full load will be under 800w (which is no bad thing as it means you are not stressing your PSU).
You should have no problems running your GPU on your current power supply.