If you can't remember the complete name of a business but know the letter it starts with, this feature can help you find that business faster. For example, if the business is a restaurant whose name starts with a "B," you could do a search on restaurants in the area and then click on the letter "B" within "Name: 0 to 9, A-Z." You'll then get a listing of all restaurants in your specified area that start with "B."
In short, using "Name: 0 to 9, A-Z" lets you jump directly to what you're looking for in a smaller alphabetized listing so you can avoid scrolling through pages of search results.