You've very likely heard about Tetris, so I won't bother explaining how it works to you.
One of the things that you'll notice, though, is that over on the right side of the screen there's a preview of what piece is coming next, which is very useful information.
However, by just pressing the Select button you can make that box clear.
Supposedly this is to make the game more challenging. Which it does, but only by destroying some of the strategy, so I'm not really sure why you'd want to do it. You can press Select button again to make the piece reappear.
This also works in the original Game Boy version.