Lecithin can come from many sources, including eggs, animal, and plant tissues, but seems to most often come from egg yolks or soy. In the case of chocolate bars, a small amount of lecithin is used as an emulsifier. It keeps the cocoa and the cocoa butter from separating.
I actually have childhood memories of lecithin, ones that are not at all related to Halloween or deliciousness. My grandmother (who was very health conscious) made me take a heaping tablespoon of lecithin every day that I stayed with her. I remember it being pale yellow and separated into fine grains. It was extremely difficult to swallow, tasted like almost nothing, and I think I resisted it on more than one occasion.
I suspect my grandmother wanted me to take it because I wouldn't eat eggs as a child. Lecithin is thought to be good for a wide range of ailments, including dementia and Alzheimers. However, there are side effects to soy lecithin supplements (like abdominal pain!) and there are folks in the anti-soy camp who would prefer egg lecithin.
Chow has a nice article on soy lecithin.