Most blocks only show in a single place on a single page. But what if (for example) you want an announcement at the top of every page on your site? Maybe it's to let all your visitors know that you're on holiday and you won't be fulfilling orders for the next week. That's where sticky blocks come in.
You can create a single block which will appear at the top of most pages* on your site by going to Dashboard > Manage Pages > Manage Sticky Blocks. You can choose any type of block - for example you might use an FAQ block and have questions like "When can I expect my delivery?" and "How can I contact you in an emergency?".
You can also create a sticky block to appear at the bottom. Maybe you want a full width location map of your premises on each page, or a contact us form.
* Sticky blocks won't show on individual item pages, like single news stories or single items for sale.