Ä (or ä) is a letter used in some languages. It is just an "a" with an umlaut.
German
Germany, Austria and Switzerland
Ä is one of the 4 extra letters used in German. It can be replaced by using the digraph ae. In English language newspapers, ä is often written as "a" but this is not correct. It is usually pronounced like the "e" in "bed”. In Estonia however, it is almost always pronouced like the letter “a” in “bad”.
Internet addresses are written as "ae" because the internet address system can only understand ordinary English letters.