A file named `wallet.dat` is used by Bitcoin Core which stores private keys and other information necessary to spend Bitcoin.
Wallet.dat files are files created by software derived from the original Satoshi client, including Bitcoin Core. The wallet file is specifically a Berkeley DB database file. It stores private keys, transactions, and other data required to spend Bitcoin. Wallet.dat files can store private keys in an encrypted form to protect users' money even if the file is stolen.