By bookmarking it is easy to find back interesting sites. But it should also be nice to be informed when something new happens on those interesting places. Well, this is made possible by a system called "syndication". By this system you can subscribe to a site and you will be automatically notified of changes on it. The bottom line is that the site puts feeds available which the surfer can read with a feed reader. There are two standards for feeds: RSS and Atom. This is nowadays of little importance, since almost all feed readers can handle both formats.
Normally it is expected that you provide the exact address of the feed, which you want subscribe to, to the reader (though the reader often finds its way out with the usual address of the website). In most cases there is somewhere on the web page a link to this feed. Often this is a smaller version of the symbol that you see right here. You probably have already noticed this icon on the right site of the header of this site. Just click on it and your browser will show some possibilities, but here are much more.
Most browser offer also in their menu structure a way to subscribe to the site you are visiting.
These days, I normally use Google reader as feed reader, but there are many other possibilities... but later more about this on right here.