It's a plastic fastening
which allows you screw
into. Usually you'd drill
a hole, insert the screw into the hole to check it's deep and wide enough, and then insert the rawlplug. As the screw is screwed into the hole (and down the center or the rawlplug), the rawlplug expands outwards and provides extra grip for the screw. They're commonly used when hanging pictures or mounting shelves.
John Rawlings was the inventor of the Rawlplug (sometimes mispronounced as "rawplug") and formed his own company in 1919 after the first World War
Rawlplugs are for use with masonry
Removing a rawlplug
Because the screw forces the rawlplug to expand when it's screwed in, rawlplugs can be difficult to remove sometimes. Generally there are two ways to remove a rawlplug -
1. Use long nosed pliers to get a good grip on it and pull with some force. This may pull some of the wall away with it though! You might want some polyfiller handy to fix the hole.
2. Using a drill bit one size larger than the screw, drill down the center of the rawlplug. This will break the bits that have expanded and make it easier to pull the rawlplug out. This can make quite a mess and isn't ideal.