While looking at my Task Manager on Windows, I noticed a little thing marked "Kernel Memory." What exactly is this? And what function does it serve compared to the Physical Memory?
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The 'kernel' is the core bit of the operating system - the part that lets you talk to the hardware, the part that actually does the 'operating' as it were.
Kernel memory, accordingly, is reserved for the parts of the operating system that have to stay in memory (which as you can see is comparatively not all that much) and is off-limits to any other software to prevent any accidents from, say, a badly-written app trying to access memory that's in use elsewhere. (Some bits of the OS can be paged, and you see that reflected there, but that's a bit misleading terminology.)