User Datagram Protocol is an unreliable connectionless protocol. It is useful for applications that do not require or want TCP's sequencing or flow control. It is used for one-shot, request-reply applications where prompt delivery is important. Examples of these types of applications would be DNS (Domain Name System) and transmission of speech or video. UDP minimises the overhead associated with message transfers because no network connection is established before transmission.
UDP can be likened to the postal service. A message is sent to someone else by putting the address on the envelope and dropping it into the letter box. The sender has to rely on the underlying system, in this case the post office, to deliver the letter. The letter can transverse countries and continents, where each different country has a different system, different stamps and charges, but providing a reliable service, the letter will be delivered. UDP is similar, it drops the datagram onto the underlying architecture, the Internet Protocol, and hopes that the message is delivered. It has no way of verifying that the datagram was delivered. It does not do any error checking and it has no way of recovering data that was incorrectly delivered.