The benefit is that you save time not having to click on the hamburger menu every time you need to change from one form to another in the record or from one report to another.
When new users log in, the left hand menu will be pinned open by default, and allow the user to unpin if required. You can pin or unpin by clicking on the pin icon in the left menu.
WHAT WILL HAPPEN
When pinned the left hand menu will allow you to have it always visible while you are navigating from one form to another in a record, between reports and from one app to another.