FPV goggles allow you to totally immerse yourself to give you the sense of being inside your drone. FPV goggles block out any sunlight and give the illusion of sitting in front of a big screen TV, allowing you to clearly see what you FPV camera sees. There are two primary styles of FPV Goggles: Goggles and Headsets. FPV goggles as the name suggests are like goggles, with two individual LCD panels (one for each eye). Goggles are often smaller, making them easier to transport, but are often more expensive. Headsets, on the other hand, contain a single LCD panel surrounded by a larger case. The advantage of this is you get a bigger screen, they are cheaper, and in some cases, you can also wear your glasses with them (if you glasses frame is small enough). But because these are much bigger they are a bit harder to carry around.
Most FPV goggles/headsets have a built in receiver and in some cases a DVR (digital video recorder) that allows you to record the footage onto an SD card directly.