I don't understand what someone could do with that if I send a message to their gmail or hotmail
Not a lot.
Gmail have said that they may add GnuPG support at some point in the future. Expect hell to freeze over before Hotmail do the same.
Recievers of such e-mails must either:
A) Use an e-mail client that deals with GPG/PGP transparently.
B) If not already installed, install GnuPG and then manually run the e-mail's contents through GnuPG.