Using a foam roller is essentially a more affordable way to give yourself a deep tissue massage. By slowing rolling over various areas of your body, you'll help break up adhesions and scar tissue and speed up the healing and recovery process after your workout.
Use it to loosen up common areas of tightness such as your outer thigh (iliotibial band, ITB), quadriceps, or upper back. Here's how: Position yourself on top of the roll and use the weight of your body to slowly roll back and forth over it (as if you're using a rolling pin to roll out some dough). Try not to use your arms for support, but allow your bodyweight to relax (as much as possible) over the roll.