Controllers have had rumble feedback since the '90s. This is the feature that makes the entire controller vibrate when certain things happen in-game, like getting hit or jumping. This happens because there's a small motor inside the controller with an off-center weight that spins to make the controller shake. The Nintendo Switch Joy-Cons and Pro Controller both have an upgraded version of this feature called "HD Rumble." Instead of a motor, it uses a linear actuator that gives game developers much more precise control over the rumble's speed and intensity. It also lets different parts of the controller rumble in different ways. This means that the rumble can feel vastly different between games, and also feels much more realistic. It's a nice feature, but probably not worth spending extra money for.