Windows Genuine Advantage Notification is a system of notification of the results of Windows authentication. If authentication finds out that the key installed in the system is not genuine, then a star will appear in system tray which will be constantly annoying you with messages about the necessity to buy the license. You will have the similar messages while switching off and on the computer. WGA tests the authenticity of Windows every day, collects and conveys data to Microsoft server even if according to all indications everything is ok with the license. In other words, its main task is of more spy character that consists in collecting of information behind your back.

I advise you never to install it regardless of license status. It is not meant for computer user but it serves exceptionally for Microsoft self-interest. It is impossible to delete it with regular means. One can not delete it but can kill with the help of WGA Remover utility in five seconds.