The Arduino YUN shield is a shield that combines an additional stand alone processor and WIFI. It runs a cut down Linux distro called OpenWRT. This WIFI / OpenWRT setup is most often found in things like Wifi routers. Arduino originally combined this with a Duemilanove on a single board to make the Arduino YUN, but the good folks at Geeetech and Dragon split the YUN interface out onto a seperate Arduino shield so that it could be used with a variety of different Arduino boards. The cool thing about these setups is that the Linux side of the package can talk to the Arduino side, which not only means that you have effectively given your Arduino WIFI capabilities but also makes it very easy to make IOT devices that need things like WIFI / Web interface / External Logging / Network Logging, well you get the idea, the list goes on. It's truly a very powerful tool.
If you want to use the YUN to install additional programs or datalog you will need to expand the existing memory as it is woefully small. You can do this using an external USB drive
