With the former, users can now follow an individual from within a Facebook app, and have updates from this individual appear in their News Feeds. If, for example, you use a food review Facebook app, you could subscribe to your favorite food critic, and receive her updates from directly within your News Feed. All privacy matters are dictated by the app or service in question, meaning that if a user doesn't want anyone else to follow their activity, he or she would have to adjust their settings from within the app. The underlying goal, as TechCrunch points out, is to push more activity to the News Feed, where the bulk of its advertising resides.
These ads, meanwhile, have added a slightly more subtle feature, in the form of a small megaphone icon located at the top of Facebook's "Sponsored" banner. Clicking on this icon leads to the site's informational "About Facebook Advertising" page, where users can learn more about the ads they see, and the mechanisms behind them. The apparent idea is to provide users with an easy way to find out about Facebook's advertising system, without having to dig through the site's dense Help Center.