Edamame is the name for young, immature soybeans, picked before they've had a chance to harden. (You can see what mature soybeans look like here.)
You can buy these young, green soybeans still in their pods, and steam or boil them. When eaten with plenty of salt they're a delicious and nourishing treat. We mostly associated these with Asian restaurants, until we realized we could buy bags of frozen edamame and make them at home.
Sometimes you don't even need to steam them; this bag from Trader Joe's only cost $1.69, and the pods are already steamed. We just defrosted them in the microwave and sprinkled some extra salt on top. Ultimately, though, we prefer the non-cooked frozen edamame to these; it only takes a few minutes to steam them, and our experience has been that they taste fresher when we buy them uncooked.
This entire bag only contains about 400 calories, and the process of splitting the pods open and nibbling the beans is a great deal of fun. This has become our latest go-to snack, a healthy dose of green in the cold wintertime.