The documentation is online... isn't this URI so very clean?
Here's the one-sentence-or-less explanation of what's in this namespace, to give you a sense of what's used where.
Setting Up Your Service
DataService<T> is the class that is typically subclassed, using the data source type as the 'T' type parameter, and brings everything together.
QueryInterceptorAttribute and ChangeInterceptorAttribute are used to plug into the read and write operations (UpdateOperations is used in the latter). You can also plug in by overriding the OnStartProcessingRequest method, which takes a ProcessRequestArgs argument.
SingleResultAttribute is used on service operations to indicate that they return a single item, and mostly affects how URLs over it are interpreted and composed.
IUpdatable is the interface to implement to support insert/update/delete operations when you're not using the ADO.NET Entity Framework.
This will be very, very rarely used - you would only have to know about any of this if you wanted to use your own implementation of the $expand query option. IExpandProvider is the interface to implement, ExpandSegmentCollection and ExpandSegment are used to talk to it, and IExpandedResult is used to return wrapped results when expansion cannot occur in-line with the object model.
Hosting the Service
DataServiceHost, DataServiceHostFactory, and IRequestHandler are used to get the service working with Windows Communication Foundation (WCF), and usually there's nothing to be done to get it up and running - the item template for an ADO.NET Data Service has the right directive to wire everything up. IDataServiceHost is the interface to implement if you want to host the data service without using WCF.
DataServiceException is an exception that knows about HTTP status codes and "safe for network" messages.
Well, that's it for the namespace - as short an explanation I can give while still giving context as to the use for each type.