Some cross site scripting issues were found in WordPress 3.3 and this patch version should be installed to correct those problems.
About 20 files are updated however most of the updates are not related to the security problems they are simply format updates to show the new change in version.
For all you GoDaddy blogging Haters out there you might be interested in … probably not … but the fix for the cross-site scripting vulnerability that affected version 3.3. was thanks to Joshua H., Hoang T., Stefan Zimmerman, Chris K., and the Go Daddy security team.
for more info
http://codex.wordpress.org/Version_3.3.1
http://core.trac.wordpress.org/changeset?new=19669%40branches%2F3.3&old=19590%40trunk