A sharpening choil is a small relief notch where the cutting edge meets the ricasso. It exists so a sharpening stone can run the bevel all the way to the heel without colliding with the unsharpened part of the blade.
Without a relief cut, the sharpened bevel has to blend into a thicker unsharpened section. A stone reaching that junction stops dead, so the last few millimeters of edge get less abrasion than the rest. Over several sharpenings that produces a visible step, sometimes called a recurve at the heel, that is awkward to remove.
The notch gives the stone somewhere to run out. It is a maintenance feature, not a grip feature, and it is usually too small to put a finger in.
Take your stroke all the way into the choil and stop. Do not try to sharpen the notch itself; it is not meant to be an edge and rounding it out only makes the transition worse.
If your knife has no sharpening choil, work the heel slightly less aggressively than the belly so the whole edge wears down at the same rate. See plunge line for the related feature on the grind side.