Xdg-open is part of the xdg-utils package. When invoked from the command-line it can open any file in the default application or an url in the default browser.

Xdg itself was an acronym of the X Desktop Group, which is now known as freedesktop.org, which developed a set of standards that are common across different desktop environments such as GNOME, KDE, LXDE and others.

These standards are important as it means xdg-open can be used on any standards compliant Desktop Environment to open a file with the default application. One just needs, for example, to enter:

xdg-open my.pdf

Whichever desktop environment is running, the native opening program, such as gnome-open, will be invoked.

For more information, see the official site.