USB On-The-Go is a really useful USB specification! It allows some small devices that would usually be unable to act as a host to have limited hosting capabilities! USB-OTG is common for things like tablet computers and smartphones in order to allow for USB peripherals like flash-drives, keyboards, etc. to be hooked up.
If you have a USB OTG device, you need one of these Female A to Micro-A cables to act as a host. Remember, not all devices are USB-OTG compatible, so make sure that whatever you’re plugging in actually has this ability so you don’t damage something!