Sometimes, it is much easier to run some tasks with a single command in a console. Drush (http://drupal.org/project/drush) provides a command-line Drupal interface. It can be used to execute tasks with a few keystrokes at the console.
When developing, we often have to clear caches, run specific tasks, or deploy data to a remote server. Drush can help accomplish tasks like this. Additionally, we can write our own Drush commands that perform various custom tasks, for example, to be used in cron jobs. So having Drush installed is a must for any serious Drupal developer.