Open Data Protocol (OData) is a RESTful data access protocol initially defined by Microsoft. Here is some links that will help you to know more about what OData is and how to consume.
(1) Open Data Protocol
(2) OData Version 3.0 Core Protocol
(3) Introducing OData Data Access for the Web, the cloud, mobile devices, and more
(4) OData in ASP.NET Web API | The ASP.NET Site
Consume OData Service
(4) OData Services
(5) Consuming OData using .NET
(6) Calling an OData Service From a .NET Client
How it is differ from REST
(7) Difference between OData and REST web services
(8) How is oData different from a REST service?
(1) Open Data Protocol
(2) OData Version 3.0 Core Protocol
(3) Introducing OData Data Access for the Web, the cloud, mobile devices, and more
(4) OData in ASP.NET Web API | The ASP.NET Site
Consume OData Service
(4) OData Services
(5) Consuming OData using .NET
(6) Calling an OData Service From a .NET Client
How it is differ from REST
(7) Difference between OData and REST web services
(8) How is oData different from a REST service?