When you delegate your SP, the other account will get any curation rewards and you get now, Therefore when you delegate you are giving up those potential rewards from the SP. You are doing and good dead and supporting the wider steemit community. It's a great way to let your SP go farther to give back and touch more people and help others. Sometimes when you delegate you get a return vote in return, like you do if you delegate to MSP and any of there related bots.
I hope that help and feel free to ask any follow up questions.