JSONP is just JSON wrapped in a callback function.
JSONP is useful for making cross domain requests, which are often otherwise forbidden by browsers for security reasons.
// an example of JSON
{"weapon":"nunchucks","headband":"yellow"}
// an example of JSONP
myCallback({"weapon":"nunchucks","headband":"yellow"});
Then to access the data stored in your JSONP, you define the callback function:
myCallback = function(data){
alert(data.weapon);
};