The Activity Feed is one of the options you have to set as your account's Home Page.
Choosing this option is a great way of keeping track of your last activities inside your lead management software, but also of accessing the rest of the software.
When in your Activity Feed, you have a left sidebar with different menus to take you to the different parts of the software.
How to set up your Activity Feed as your Home Page?
It's very easy. Go to your user "Settings and preferences" and then choose from the drop-list the Homepage you want.
What each user sees in their activity feed depends on the account's privacy. If users can only see what they do, then they will only see activities of their own.