Everyone that is browsing the web right now has a user agent. It's the software that acts as the bridge between you, the user, and the internet. It's easiest to understand user agents if we backtrack and look at the evolution of the web, so we can understand the benefits of user agents.
When the internet was a text-based system, right back at the beginning of its use, users had to type commands to navigate and send messages. Now, we have browsers to do that for us. We simply point and click, and the browser is acting as our "agent," turning our actions into commands.
When your browser (or similar device) loads a website, it identifies itself as an agent when it retrieves the content you've requested. Along with that user agent identification, the browser sends a host of information about the device and network that it's on. This is a really set of data for web developers, since it allows them to customise the experience depending on the user agent that's loaded the page.