When visiting a web site, the web browser (application) identifies itself with a text string included in the HTTP header. This is called the User Agent, and contains information about the browser, operating system and plugins.
The user agent is different depending on which type of application that is requesting the page. They range from web browsers to email clients, search engine crawlers, mobile phones etc.
The user agent can be recorded by the website owner, and used in for example statistics, it is often interesting to know which browser the majority of the visitors use.
Be aware, though, the user agent cannot be fully trusted. It is quite easy to change the user agent, some programmers do this to hide information about how they visit the site. This is often referred to as User Agent Spoofing.