Currently in Magic there are six special actions, one of them only applies when playing the Planechase variant (rolling the planar die). The most common special action would be playing a land. However you may come across one of the other special actions from time to time, they are, turning a face down card face up, paying a cost to end a continuous effect, or taking advantage of a suspend ability and suspending a card.
Special actions can only be performed when you have priority, and in many cases have other timing restrictions. For example playing a land or suspending a card can only happen in one of the main phases of your turn. In other words, just like casting a spell or activating an ability you must wait your turn in order to do them.
However performing a special action is not something that uses the stack and cannot be responded to. After playing a land you will still have priority. For example, your opponent cannot cast a spell ‘in response’ to you playing a land before you get the opportunity to play spells and abilities.