Blogs, Podcasts, Wikis, and even Google Calendar all publish feeds that users can subscribe to. The feed is updated whenever the underlying Blog/Podcast/Wiki/Calendar is updated. You subscribe to feeds using a feed reader which will show you only the new posts since the last time you checked. A feed reader is kind of like an Inbox that contains unread web posts.
Web pages that publish feeds usually use the 
symbol to indicate that a feed is available. Firefox and the new Internet Explorer 7.0 let you subscribe to feeds in the browser itself but most people use a dedicated Feed Reader. The web based feed readers are quite good and they let you check your feeds from different computers (say home and work). Some of the popular web based feed readers are:
If you only subscribe to a handfull of feeds, say Weather, News Headlines, and RADThoughts :-) then Google Homepage (http://www.google.com/ig) is for you because it shows you all the feeds at once on the home page… kind of like widgets. If there are a bunch of blogs you would like to subscribe to then something like Google Reader works great and it can even be navigated using the keyboard if you like that sort of thing (for all the other techie nerds out there that use vi or emacs all day).
Most of the feed readers have an easy to follow Getting Started page so click on one of the links above and happy subscribing :-)
