GNU Aspell is a command-line spell checking utility. It is intended for advanced users, or, most commonly, integrated transparently with some other application. It is very likely that you already use it without even realizing.
This application's strong point is its capacity to give very good suggestions to correct spelling mistakes. There are dictionaries available for wide number of languages, and they can all be downloaded from Aspell website.
This is not a program for the average computer user. It only works with text files, in command-line mode, with the most rudimentary graphic interface. The enthusiastic user will probably have to do some inquiries into the manual in order to get started. That said, the online help is extensive and very elucidative, and if you have no graphic interface (with icons and windows) you will get a precious help from this application.
In conclusion, this is a utility best used by the regular user as an integrated part of some other software. It is truly useful and in general you will not even realize it is Aspell doing the spell checking.