Stalkers are probably the most common units used by protoss players. They are the earliest combat units you can get that can attack both ground and air. They are instrumental in preventing harassment whether it is from early air units or fast units like hellions.

They have a unique upgrade known as blink. This enables them to teleport a short distance away. I highly recommend you master this technique as a protoss player as it can make them very effective. This makes stalkers very mobile and can easily deal with units like brood lords and siege tanks.

Blink is also great for retreating from a battle so your army recovers properly. Get this starcraft 2 guide for more details.

When facing a terran player stalkers should not be massed when facing a large amount of marauders. Marauders do extra damage to armored units which include stalkers. Against protoss early stalkers can be effective but you need to beware of colossi.