Intuitionistic Fuzzy Sets (IFS) are a generalization of fuzzy sets where the membership is an interval. That is, membership, instead of being a single value, is an interval. A large number of operations have been defined for this type of fuzzy sets, and several applications have been developed in the last years. In this paper we describe hesitant fuzzy sets. They are another generalization of fuzzy sets. Although similar in intention to IFS, some basic differences on their interpretation and on their operators exist. In this paper we review their definition, the main results and we present an extension principle, which permits to generalize existing operations on fuzzy sets to this new type of fuzzy sets. We also discuss their use in decision making.