In Drupal 8, minor updates can introduce new APIs and features. When a new API is added, the old API will be deprecated in favor of the new one. We cannot remove the old API in a minor release because Drupal 8 makes a backwards compatibility promise, but it will usually be removed in the next major version (Drupal 9).
Contributed project developers, as well as those maintaining custom integrations, should follow the deprecations when possible and use the latest APIs available. This means that when Drupal 9 is released they will have to make fewer changes to be compatible.
From Drupal 8.3.0 onwards, in order to make the deprecation process as simple as possible for developers and users, we have created a new deprecation policy that details what can be deprecated and how.