Ally is a creature type.
They were introduced in the Zendikar block and are cards that work very well in great numbers. Most allies have an ability that triggers when it or another ally enters the battefield. Others let you draw cards or deal damage equal to the number or allies you control. Let's take Murasa Pyromancer. He says that whenever he or another ally comes into play under your control, you may deal damage to target creature equal to the number of allies you control. Another one, Oran-Rief Survivalist, says that whenever it or another ally comes into play under your control, put a +1/+1 counter on it.
On turn 1, I play a forest and pass the turn. On turn 2, I play a mountain and cast Oran-Rief Survivalist, which becomes a 2/2. On turn 3, I play a forest and cast Stonework Puma. I put a +1/+1 counter on Oran-Rief Survivalist and attack for 3 damage. On turn 4, I play a mountain and cast Murasa Pyromancer. I put a +1/+1 counter on the Survivalist, which is now a 4/4, and the Pyromancer can deal 3 damage to an opposing creature. On turn 5, I cast Kazuul Warlord, put two +1/+1 counters on the Survivalist and make it a 6/6, make my Puma a 3/3, make Murasa Pyromancer a 4/3, and the Pyromancer can deal 4 damage to a creature.