The lander started sending back images and telemetry (taking measurements of something, in this case the comet) and transmitting the info back to the European Space Agency's control center. Because the lander bounced and kept moving, the ESA's teams don't quite know where the lander is, but they're working on it and have at least an idea as to the area where it's located.
So why is landing on a comet awesome? Well, a few reasons. First, it's incredibly difficult to do so. The comet is rotating (like our Earth) but its "day" is 12.7 hrs. long, so Rosetta had to catch up to the comet, orbit it, and then deploy Philae to land on it. You can watch a great 3D visualization of Rosetta's 10-year journey to the comet here. (Don't forget to hit the 'reset view' button if you can't see the full orbits on your screen; it should include Jupiter in the outer-most orbit.)
The other reason this is a great achievement is because of all of the science that Philae is or will be carrying out. Comets are basically remnants of early phases of the solar system. Scientists believe that they have essentially preserved the chemical make-up of those early stages as the planets were coalescing. In essence, we're talking about a 4.5 billion-year-old object that hasn't changed much since then. Comet 67p started its journey out in the Kuiper Belt, a donut-shaped ring beyond Neptune's orbit where billions of icy objects orbit the sun. (NASA has a kid-geared site explaining the Kuiper Belt and other Solar System facts here.) At some point in its journey, as the ESA's site explains, Comet67p became a short-period comet (about 6.45 years to orbit the Sun), having been thrown out of the Kuiper Belt and coming under the influence of the gas-giant Jupiter.
I'll be following the ongoing adventures of Philae as it takes on some comet science. The ESA site has great background information and continues to update its Rosetta image gallery as the agency processes what the lander and its orbiter send back. I encourage you to check it out. In the meantime, go Philae, and good luck out there in the void of space.