Instead of sorting through a bunch of windows piled on top of each other like a playing cards you can have them neatly sorted into groups or "desktops". Switching between these "desktops" is much faster than reshuffling the stack of programs to find the one you are looking for. Sadly the term "desktop" seems to be a little misleading here, because your actual desktop stays the same. This is probably better described as "multiple work spaces".
In almost all of versions of Linux a small area of the screen shows mini versions of your workspaces. This allows you to tell where all your windows are with a glance to the corner of the screen. This mini version of your workspaces come complete with little logos or even detailed images letting you know which programs are which. You can even move your windows by clicking and dragging their mini counterpart to another desktop.
This may seem like a small feature, even something rather gimmicky. However, it makes using the computer a lot easier. Think about how many times that you switch between programs and windows during the day. Even if you only save half a second each time you look for a new window, that can quickly add up to a lot of time saved and frustration avoided. It has gotten to the point where I try to avoid dealing with computers that don't have this feature, any moderately complex task is just annoying without multiple desktops.
Some people try to compensate for a lack of multiple desktops by just buying bigger displays or several displays. This is a rich mans work around. Yet, it is impressively easy to setup six workspaces in Linux, and impressively annoying to setup six displays in any operating system.