The vanguard is the leading part of an advancing military formation. It has a number of functions, including seeking out the enemy and securing ground in advance of the main force. According to George R. R. Martin,
The usage of a vanguard is varied... but most often, the vanguard or van was the foremost division (or "battle," as they were called) of a medieval army in the line of march. However, when the army actually deployed for battle, the van would generally be on the left. There are enough exceptions to this to make the issue confusing. Sometimes the van would be placed on the right rather than the left. If the host was attacking, the van would sometimes indeed be the shock unit, the first to smash into the enemy... but when the army was drawn up in a defensive array, that obviously did not apply. It also depended somewhat on the size of the army and how it was organized; i.e. how many "battles" or divisions.