Why is AREF connected to a capacitor in the Arduino Pro Mini Schematic?
On the datasheet for the Atmega328P, in the Analog-to-Digital Converter section, is the sentence:


  The voltage reference may be externally decoupled at the AREF pin by a capacitor for better noise performance.


Also:


  The internal voltage reference may thus be decoupled by an external capacitor at the AREF pin to improve noise immunity.


Thus the capacitor is there to reduce noise on the AREF pin.