A Pull Request is an alternative way of merging branches. Instead of executing the merge yourself, you will create a Pull Request for someone else to revise your development and approve and merge when ok. By doing this you are introducing peer reviewing into your development process. From my experience, using Pull Requests will improve your development quality since someone needs to validate your changes before they can be deployed to a certain environment.
I wouldn’t advise using Pull Requests to get changes in a development environment but I would advise using it to get changes to an Acceptance- or Production environment. By doing this, you can already find issues in an earlier stage than in production.
Read on to see how they work, using Azure DevOps as the example. GitHub pull requests are very similar in nature.