This new feature in iOS 15 gives you the ability to see the content your friends shared with you in different ways.
Links, photos, and other content shared with you in Messages are featured in a new Shared with You section in the corresponding app (also available in Safari, Podcasts, Apple Music, Apple News, or the Apple TV app).
Multiple photos sent in Messages now appear as a collage or collection of images that you can swipe through for easy browsing.
When a friend shares photos and videos with you using the Messages app, you can easily find them in the Shared with You section in the Photos app.
Photos
Step 1. First, make sure this option is turned on by going to Settings > Messages > Shared with You.
Note: The sender must be saved in your Contacts list, and you have updated to iOS 15.
Step 2. Find your Photos app and tap on it

Step 3. Tap on the For You section

Here, you will see the Shared With You section.

This special Shared With You features houses the things that are sent to you, in their own corresponding app.
From Messages, photos or videos ‘shared with you’ have its special link in the Photos App, where you can directly reply to the sender without needing to go back to the Messages app and search for that contact.
This is also most useful when you have no time to view photos the moment you receive it, but you can easily look for it in the Photos App later on and skip scouring through the Messages and conversations to find the specific photo.
An overall convenient addition to make your life easier!
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My phone updated to iOS 15 but does not have the shared with you.
Is it because my iPhone is a 6s plus?
I have my photos the way I want them. How can I stop Apple from making new albums and rearranging my photos? Thanks