Xanthan Gum is a complex form of sugar known as a polysaccharide and it is used in foods to make them thicker and to help prevent ingredients from separating. Xanthan Gum is also popular in gluten-free baked goods as it helps provide elasticity to a dough.
A salad dressing in a bottle will appear thick on the salad but by shaking the bottle before pouring this will temporarily reduce the thickening property. Shortly afterwards the thickening will return.
Xanthan Gum can be made from a number of source ingredients including corn, wheat and soy.
Although the Internet will always provide conflicting information the general consensus appears to be that small amounts of Xanthan Gum are safe and the side effects are flatulence, bloating and a laxative effect.
Find a list foods containing Xanthan Gum here.