Recall that as yeast eats sugar it also produces alcohol and carbon dioxide. The sugars that yeast cannot consume stick around and give beer sweetness and body. If, after the mash, we add more sugar that is fully fermentable, though, we can add alcohol during fermentation without adding body to the final beer. Further, depending on the kind of sugar we use we can either simply add alcohol and no flavor or we can insert additional flavor notes. For example, candi sugar and honey both yield unique characteristics to a beer, whereas corn sugar adds no flavor. The addition of sugar is a common practice with certain Belgian beer styles where the goal is to have a beer high in alcohol that is still very easy to drink. Lost Rhino's Rhinoel (a Belgian-style dubbel) uses candi sugar for exactly that reason, adding caramel notes to the beer.
All of this is essential for understanding why lactose is special: milk sugar is wholly unfermentable by brewer's yeast. Because of this, a lactose addition lends additional sweetness and body to a beer. Although lactose can be used with many beer styles, it turns out that the flavors in a stout (roast, chocolate, coffee, toffee) pair incredibly well with a heightened level of sweetness, and there is even a sub-style within the stout family for beers that utilize lactose. These are called "milk stouts". Because of that increased sweetness, this style also goes by the name "sweet stout".
At this point you might be wondering, "Why all this information about sugar and lactose?" Well, today we're brewing a milk stout.