PDA stands for Personal Digital Assistant -- a small hand-held computer that allows you to store names and addresses, prepare to-do lists, schedule appointments, keep track of projects, track expenditures, take notes, and do calculations. Depending on the model, you also may be able to send or receive e-mail; do word processing; play MP3 music files; get news, entertainment and stock quotes from the Internet; play video games; and have an integrated digital camera or GPS receiver.
PDAs are typically built to synchronize with email programs like Microsoft Outlook so you can enter, change, or delete information in either place, and the two will synchronize the data so that you're up-to-date in both locations (on your computer and the PDA).
There are many different types of PDAs, all with varying degrees of size, functionality, cost, etc.