C# Lambda expressions: Why should I use them?

Question

I have quickly read over the Microsoft Lambda Expression documentation.

This kind of example has helped me to understand better, though:

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Answer 1

A lambda expression is like an anonymous method written in place of a delegate instance.

delegate int MyDelagate (int i);
MyDelagate delSquareFunction = x => x * x;

Consider the lambda expression x => x * x;

The input parameter value is x (on the left side of =>)

The function logic is x * x (on the right side of =>)

A lambda expression's code can be a statement block instead of an expression.

x => {return x * x;};

Example

Note: Func is a predefined generic delegate.

    Console.WriteLine(MyMethod(x => "Hi " + x));

    public static string MyMethod(Func strategy)
    {
        return strategy("Lijo").ToString();
    }

References

1. How can a delegate & interface be used interchangeably?