The Java Development Kit is a collection of tools that developers use to deploy applications written in Java. It's not for writing apps but rather for compiling, debugging, and deploying Java apps in a variety of applications and platforms, such as Windows and Android. We looked at JDK Version 8 for 32-bit Windows. The latest update includes various bug and security fixes.
Toolset: Java Developer Kit offers a vast selection of "goodies" including javac (compiler), jar (archiver), and jdb (debugger).
Up to date: The JDK packs a lot for a free toolkit, but it's also updated regularly, experimental tools are sometimes available, and it works with other SDKs and tools.
Private runtime: The JDK includes a full private Java Runtime Environment consisting of a Java Virtual Machine and full set of libraries.
What could go wrong? The JDK helps you debug Java, but some users have encountered issues using it in certain platforms, such as Android. The good news is that copious troubleshooting resources are a search away.
Don't say SDK: JDK is the preferred name for the Java SE Development Kit, since the Java EE SDK comes with or without the JDK. It's a bit confusing, but at least you have options.
It should be pretty obvious that the Java Development Kit isn't something the average Windows user needs (or wants, really). But the JDK is a powerful toolkit for Java programmers, and it's free.