Mailman's "Membership Management" screen shows the subscribers to your list and the various options set for each subscriber. One of these options is the "digest" checkbox.
If a subscriber has the "digest" box checked, that subscriber will not receive each message as it's sent to the list. Instead, the day's messages will be grouped together and sent as a single message.
If your list sends several messages a day, the digest option gives the subscriber a way to cut down on the total number of messages in his or her "in box", while still seeing everything sent to the list.