Final gathering is an optional, additional step to calculating global illumination. Using a photon map to calculate global illumination can cause rendering artifacts such as dark corners and low-frequency variations in the lighting. You can reduce or eliminate these artifacts by turning on final gathering, which increases the number of rays used to calculate global illumination.
Scene rendered with global illumination but no final gather
Same scene with final gather used to smooth the global illumination
Same scene with final gather but no global illumination, for comparison
Final gathering can greatly increase rendering time. It is most useful for scenes with overall diffuse lighting, less useful for scenes with bright spots of indirect illumination such as focused caustics.
You turn on final gathering on the Render Setup dialog 
Indirect Illumination panel Final Gather rollout.