What is annealing and why should I do it?

Annealing is most popularly known as a process used in Glass or Metal. This definition shows that: 

Anneal - to heat and then cool (a material, such as steel or glass) usually for softening and making less brittle

In the case of 3D-Fuel Workday PLA and Pro PLA, the annealing process is similar, but the result is to make the plastic stronger and more temperature resistant. 

Not all PLA can be annealed, however, it must have the proper additives included in it in order for this process to work. Workday PLA and Pro PLA have these additives as a part of their makeup as they come from NatureWorks™.  Attempting to anneal Standard PLA will result in a mess of plastic. Just saying.