PGP first ensures the privacy of your information by encrypting your messages and enabling only the intended recipient (or recipients) the ability to read them. Your public key is given out to others so that they can send you encrypted messages, and in turn you receive the public keys of acquaintances so that you can send your own PGP-encrypted mail.
The second of the two keys, the private key, is used in conjunction with your public key to decipher incoming messages or desktop files that have been encrypted using PGP. And in order to decipher encrypted messages that you have sent to others, they will need to use their own private key in combination with the public key sent with your message.