If you exit vim and later start it again, you would normally lose a lot of information. The viminfo file can be used to remember that information, which enables you to continue where you left off.

The viminfo file is used to store:

• The command line history.
• The search string history.
• The input-line history.
• Contents of non-empty registers.
• Marks for several files.
• File marks, pointing to locations in files.
• Last search/substitute pattern (for 'n' and '&').
• The buffer list.
• Global variables.

(From :help viminfo)