In the latest release of Windows Insider, Microsoft released a great new feature called Windows Sandbox. Windows sandbox allows Windows users to run programs isolated from their main operating system environment. This helps with several things for the average user. It allows a user to try potentially nefarious programs in an isolated environment, it also allows the user to run duplicates of the same program with different data directories.
On startup, Windows Sandbox looks just like a fresh install of a new Windows box. In this beta version, it does not appear that you can save any state of the sandboxed environment, making it different than a traditional VM. So while this may not be for more advanced users who wish to run multiple virtual machines in different states, it definitely fills a role for an advanced user who needs a little more freedom from their main operating system environment.
After using the Windows Sandbox for a few days I can absolutely recommend it for the casual to advanced user. The performance feels similar to the host computer and a basic CPU benchmark actually had better multi-core performance in the Sandbox then in the host OS.
A great out of the box feature is that it does share a clipboard with the host OS and the clipboard works bi-directionally to and from the sandbox. It also boots up much faster than VirtualBox Windows virtual machines allowing the user to get in and get working quickly.
Overall I think that a user looking for a saved environment for developing or testing code or A/B testing would be much better suited with a Virtual Machine. But a user who is looking to protect themselves or run different versions of the same program would greatly benefit from the safety and security that the Windows Sandbox offers.
You can learn how to start using Windows Sandbox today at https://techcommunity.microsoft.com/t5/Windows-Kernel-Internals/Windows-Sandbox/ba-p/301849