What is a lambda? What good is it?

A lambda function is a function that can receive any number of arguments (including optional arguments) and return a single expression value

1, lambda function is relatively light, that is, still, it is suitable for the need to complete a function, but this function is only used in this place,
Even when the name is very casual;
2, anonymous function, generally used for filter, map such as functional programming services;
3, as a callback function, passed to some applications, such as message processing

What is a lambda? What good is it?