Henna is a herb, traditionally used as a paste to paint hands and feet in certain parts of the world. The colour is temporary, and fades in about a week. Recently, henna tattoos have become quite popular.
I had my pregnant belly hennaed at my Blessing Way (ceremony to wish a pregnant woman well with her birth). It was lovely. I've also had a go at doing henna tattoos myself, including on another pregnant friend, but mine weren't as pretty as the ones in the picture.
I think I heard when I was younger that applying henna has a cooling effect on that part of the body. That might be one of the reasons why it was widely used in the Arabian cultures.
Women (and men) also use henna as a hair dye.
I have had it done many many times because it is part of my culture, but I personally don't like the smell of it mixed with the chemicals, etc.