I use this when I want things to have a little bit of texture. For example: the frosting on a cupcake, tree tops.
For this stitch you'll pull the thread up and make a small stitch. You'll then come back up through the middle of that stitch and take it back down through the fabric a short distance away in the direction you're going in. It's best to keep your stitches pretty short (1/8 of an inch to 1/4 of an inch.) when doing this - otherwise your stitches look messy and they won't conform to curves as much as you'd like.
See the pictures for extra help! :D
For more stitches check here: