lambda is just a fancy way of saying function. Other than its name, there is nothing obscure, intimidating or cryptic about it. When you read the following line, replace lambda by function in your mind:
>>> f = lambda x: x + 1
>>> f(3)
4
It just defines a function of x. Some other languages, like R, say it explicitly:
> f = function(x) { x + 1 }
> f(3)
4
You see? It's one of the most natural things to do in programming.
