Sorry we get so use to using acronyms, PDA stands for Personal Digital Assistant, these are like little handheld computers, there are many makes mine is a Compaq Ipaq and uses a version of windows design for them. They usually have no keyboard but the have a large screen about 4 inches tall by 3.5 inches and the screen is touch sensitive, you can use a small pen (not a proper one but looks the same) to select items on the screen, use a screen keyboard or even handwriting recognition (which is quite good but I find the screen too small).
The main use I find for mine apart from Sat Nav, is the calander, tasks, contacts and email. The PDA usually comes with a docking station, this plugs into your PC at either Work, Home or both and if you use any of the Microsoft Outlook email packages it will synchronise you PDAs Calendar, Task etc with this, so you can better manage them, for instance if I'm at a meeting and arrange another one, I can check my availability on the PDA and enter it on the calendar, once back at my desk I'll plug it into the docking station and it updates my calendar on my PC.
One good thing I've found, if you use Tom Tom Sat Nav, you can use the contacts list on your PDA to navigate to.
As I said previously though the only real down side is the batteries, if they run flat you tend to loss everything and the PDA resets to its default setting, though I understand with the next version of Microsoft Pocket PC this has been resolved.
Hope this has been helpful