This will bring the all documents that you working on and Sharing with you from different Office365 products such as OneDrive for Business and SharePoint Online Document library.
Often Delve is to be believed a storage kind of services like OneDrive for personal or OneDrive for Business. It just a Dashboard page to bring all the documents through Office Graph API.
In Delve, you can also manage your profile and organize your documents by creating the Delve Board, quick edit , sharing and filtering based on the document types and it nature.
Delve enforce the audit compliance and security , You can able to see only the documents that has been shared with you. Your private documents and conversation will not be shown to other users.
Try this link to explore the Office 365 Delve : https://delve.office.com
If your organization enabled the new features available to end user through settings (Office 365 Admin Center -->Settings--> Organization Profile -->Release Preference), you can see the Delve dashboard otherwise you will see the mysite page.