What are Markov chains? Interactive guide with examples

I've heard of Markov Chains, but I didn't understand them until I visited this site that explains them with simple interactive animations.

Look at the illustration above. The gray circle can move in the direction of the blue and orange arrows. At the moment I took the screen grab, the circle moved from point A to point A. Once it reaches A it can either move to B or loop back to A. I could go on, but if you are interested in learning about Markov Chains, just visit the site. It only takes a few minutes to read.

The site has other interactive math tutorials, too. The one for sine and cosine is good.

Previously:
Snakes and Ladders can be analyzed by converting it to a Markov Chain
Calvin and Markov: text-chaining new, weird computer humor
King James Programming: Markov chain trained on the Bible and a comp sci textbook
Solving Monopoly with Markov chains
Automated constrained poetry, made from Markov Chains and Project Gutenberg
Markovbot creates eerily plausible Drumpf speeches