It seems that a growing trend is for each device to have its own little ecosystem for applications. The Raspberry Pi is no different, and each copy of Raspbian has access to the Pi Store. This App Store is for you to download games and applications made specifically for the Raspberry Pi.
At the command line, enter
startxto start the desktop environment.
On the desktop, double-click on the Pi Store icon.
Click on the Log In link in the top-right corner of the window.
You can search for software using the search bar or click on a category to bring up applications and games specific to that area.
Click on the Free Download and/or Buy Now button when you have found a selection you would like to add to your library.