An Apple ID is your user name for everything you do with Apple: Shop the iTunes Store, enable iCloud on all your devices, buy from the Apple Online Store, make a reservation at an Apple Retail Store, access the Apple Support website, and more.
It’s important to set up an Apple ID if you want take full advantage of all your Apple devices useful features. Security features like Find My iPhone which allows you to track your stolen or lost device, and cool features like Handoff which allows you to seamlessly pick up where you left off from on one device to another aren’t accessible without an Apple ID.
Any questions you might have in regard to Apple ID such as how to create one, how to change your ID, or set up and ID on all your devices can be answered here by reading this FAQ.