A small organ in the human brain of unknown function, though many modern theories connect it to melatonin levels and mood
Many mystical schools hold that the function of the pineal gland is not biological but spiritual; it is often referred to as the 'Third Eye'. It is sometimes said to be the seat of the soul.
Among Discordians, the Pineal Gland is seen as the source of (or at least a metaphor for) inspiration, insight, epiphany, and creative problem-solving, as well as the means by which one communes with Eris. The phrase 'consult your pineal gland' is a common way of recommending that one meditate upon (in the sense of 'consider carefully') the meaning of something, often added after a reference to a source of information on the topic; it implies that sudden insight, perhaps of a psychic or even Divine nature, would be an alternative to study.
This use is generally HaHaOnlySerious in tone. See DirkGentlyNavigationMethod for an example of this idiom.
If prodded enough, a frog can allegedly grow a third eye here.