Your Twitter RSS feed can be very handy if you want to send your tweets to Facebook or another social network. You can also gather the Twitter RSS feed from people you follow and feed them into an RSS reader, which can be handy if you want to create your own custom Twitter group but don't like Twitter's list feature.
So how do you find the Twitter RSS feed? Twitter has a feed icon buried under the trending topics, but this is actually a feed of your timeline, not a feed of your specific tweets. So if you are looking to get at your own personal RSS feed, you should make sure you have clicked on your profile link to go to your personal Twitter page.
You can also read up on how to find an RSS feed on any website.