Exercise mats can help ease shock absorption on the body, particularly around areas such as knees, elbows and at the base of the spine. They also work in a practical sense as they keep sweat stains from floors and carpets. If you use an exercise ball, it can help prevent the ball being popped by sharp objects.
The wrong type of mat can make exercises more difficult. For example if you are practicing yoga you do not want a mat that is too slippery and ideally it should be quite thin. This is because there are quite a few standing poses that require balance and correct posture. A good yoga mat should have good grip and should also have a large enough surface area to give you the space you need to practise.
Conversely, pilates and other gym workouts often involve exercises on the floor and can put pressure on the spine. Therefore it is better to use a gym mat that is about half an inch thick. This will ensure you can absorb any pressure on the spine.
Ideally the surface of an exercise mat should be firm and not hard. Most mats are usually made of synthetic materials like PVC or rubber. However, if you want to use a more environmentally friendly material there are mats available made of organic materials like jute. This is the same material that a lot of reusable supermarket bags are made from.