Advantages
A command line interface is where you enter text commands to a computer to make it do things. If you are on Windows and you hold the Windows key and press R, then type "cmd" (without quotations) in the dialog box there, it will open a command line terminal. Try typing "dir" (no quotations) and pressing enter. This is a simple command that shows the contents of your current directory.
Further reading on command lines:
http://en.wikipedia.org/wiki/Command-line_interface
There are advantages to the command line mostly based around the idea that it gives you a bit more control over what you are doing. Graphical interfaces (GUIs) sacrifice a bit of functionality for the sake of showing you what you are doing visually.
For instance, think of a folder on your computer with a hundred files in it. Say you want to rename all those files to consecutive numbers or by some other schema. In a graphical interface, you would have to click each one and rename it, but with a command line, you can navigate to that folder and tell the computer to run a simple script that renames all of them with a few simple text commands. Renaming a hundred files might take you 20 minutes in a GUI but typing out a few simple commands might take you only 30 seconds.
In non-Windows operating systems, especially UNIX- and Linux-based ones, ability to use the command line is a valuable and almost required skill, because you have access to the deepest workings of your computer.
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