Stupid question--option to change "Primary Site"

This might be a rookie question even though im not a rookie lol But I noticed that users with roles on my main site in the network have the option under 'my sites" to change the "Primary Site"

What does this mean? What happens if they changed the "primary site" from my main site in the network to their own site? I am not sure I understand what Primary site means in this instance. Thanks for any help !