Question: What is the reason for doing this does it increase my safety in any way here on the forum or for my coins? I don't know what this is or what to do but if it's something that can increase my safety I would want to look into it.
Let me be clear first. Do you want to know the reason behind encouraging people to use PGP? Well, BitcoinGirl.Club has been doing it because he wants the community members to learn more about PGP because it is a great privacy tool that allows you to send encrypted messages. I have read somewhere that even forum PM security is not guaranteed. So, if you use encryption, no one would be able to read the message except the person who is the receiver.
A lot of messengers including telegram and WhatsApp claim their services are end-to-end encrypted. But we don't know the reality. Let's say you want to send your Bitcoin wallet private key to one of your family member and you don't it to get compromised, I don't think any digital channels are secured enough. Those could be hacked. In this case, PGP Encryption enables a great feature for you.
To learn more about PGP, you could follow the posts mentioned by AirtelBuzz.