A role defined the group of user that have certain privileges. User roles be used to fine tune the security and administration of the site.
By default, there is only two roles assigned by drupal : authenticated user and anonymous user.
Authenticated user : When a new user be created in the site, authenticated user role be assigned to that user automatically.
Anonymous user: This is related to user which are not authenticated or related to the site.
We can add new user role as:
Go to administer -> user management -> roles