it is not clear to me what interface bridging is, can somebody point me to documentation or explain what is the purpose? I tried http://doc.pfsense.org/index.php/Interface_Bridges but does not explain well what is all about.
Basically bridging 2 or more interfaces creates a switch out of your computer. It is a bit smarter than a switch in that you can run a firewall on it to block unwanted traffic from crossing the bridge. I used to run a transparent bridge at a company I worked for because they decided to use a full class C internet address for their network. Even when handing out DHCP. Most use it for a DMZ though.
There is also
If you clicked the category at the bottom of the link you posted (for "Bridging") that shows up.
I just added a "See also" link to the page so it's a little more obvious.