When you save or export artwork, Illustrator writes the artwork data to a file. The structure of the data depends on the file format that you select.
There are four basic file formats—AI, PDF, EPS, and SVG—to which you can save artwork. These formats are called native formats because they can preserve all Illustrator data. (For PDF and SVG formats, you must select the Preserve Illustrator Editing Capabilities options to preserve all Illustrator data.)
You can also export artwork in a variety of file formats for use outside of Illustrator. These formats are called non-native formats because Illustrator will not be able to retrieve all of the data if you reopen the file in Illustrator. For this reason, it is recommended that you save artwork in AI format until you are finished creating it, and then export the artwork to the desired format.
For a video on creating mobile content in Illustrator, see www.adobe.com/go/vid0207. For a video on saving for the web, see www.adobe.com/go/vid0063. For a video on exporting content from Illustrator, including an overview on different formats and when you should use them, see www.adobe.com/go/vid0062.