Today we go through a comprehensive overview of autonomous AI agents, exploring their technical architectures, real-world applications, and the significant regulatory and ethical challenges they present. We explains how these AI entities operate with minimal human input, often utilizing Large Language Models (LLMs) and reinforcement learning within frameworks that enable planning, memory, and tool use. We detail their deployment across high-impact sectors like healthcare, finance, and cybersecurity, where they assist with tasks ranging from diagnostics and trading to risk analysis and network defense. Finally, we addresses critical concerns such as accountability, data privacy, transparency, and bias, alongside discussing future trends like human-agent collaboration and the imperative for ethical alignment.