Walking foot.

It helps to push the fabric through the machine. This helps when sewing heavy fabric or slippy fabric. I use it all the time. 
The normal way of feeding the fabric through the machine is using the feed dogs they push the fabric through from underneath.  The walking foot has feed dogs on the top so the fabric is pushed from under and on top. You can see where the holes are in the plate to allow the dogs to move up and down. To do free hand embroidery there is a switch to drop the dogs. Sometimes a plastic piece is put over the dogs so the fabric just slips. 
I hope this makes sense. I applaud you for reading this far.