A Raspberry Pi is very easy to setup : it’s only a matter of downloading an operating system image from the official site and writing it to a microSD card. But if you stop there, all you’re getting is a desktop PC. That means you’ll need to add a keyboard, a mouse and a display to the Raspberry Pi to actually complete the installation of Linux and use it. For projects where your SBC will be embedded into a larger system, possibly a mobile one, this is unacceptable.
The solution is to setup your SD card for headless use. That’s datacenter geek lingo for “no physical console”.