PGP stands for Pretty Good Privacy, software originally written by Philip Zimmerman in the 80's using public-key cryptography for encryption and digital signatures.
Email is easy to forge, very easy.
Using nothing more than telnet and a RFC you can contrive fairly convincing fake email messages. For the Internet to move beyond a research project to an international information infrastructure we need confidence in the authentication and confidentiality of our communications. We need to be able to verify the source of a message's origins, and be certain that the message was not read during its transit. PGP addresses these issues, providing a grass-roots type of system which is cheap to deploy and widely recongised amongst the free software community. While PGP is popular with the free software community, it is not free software.