When asking Conversational AI something, domains are the way to customize what users will receive information about; it's the way to profile services and decide whether "Give me information about the Knicks" should return just news, or also sports information. Domains such as Maps, Navigation, Weather, Date/Time, General Knowledge, Geography, Social Dialogue, Sports, etc. have dialogue context that remembers what the conversation was about, so that it can pick up where it left off.

Available Conversational AI Domains can be consulted here