Active D-Lighting optimizes high contrast images to restore the shadow and highlight details that are often lost when strong lighting increases the contrast between bright and dark areas of an image. It can be set to operate automatically or manually, and it's also possible to bracket pictures to get one with Active D-Lighting and one without.
Active D-Lighting's image optimization, which takes place in the camera at the moment the photo is taken, applies digital processing only to the necessary portion(s) of the image. Even when shooting a subject with a wide dynamic range, Active D-Lighting is able to reproduce a realistic image that retains natural contrast.
As a learner, its a good idea to keep this feature off on your camera. It enhances the image digitally and gives you a misleading idea about the actual exposure. It does not let you understand the actual shortcomings in the situation. However, otherwise, its a good feature to use and can be applied later as well if you are shooting RAW.