A domain registry, also known as Network Information Centre (NIC), is a company or foundation whose job is to manage one or more domain extensions (TLDs). A registry takes care of keeping the domain extension online and charges a fee per domain name.
They take care of the registration of domain names and maintain a database of all registered domain names so that no one else can also register your domain name. That database also contains personal data about you. For example, your email address is recorded and your postal details too. The data from this database is used to populate the WHOIS.
You are almost guaranteed to hear from your registry if you own domain names. In some cases, the registry sends emails to remind you of an expiring domain name or your registry is responsible for sending you your transfer code.