delegates, lambdas and functions pitfall

[dom via Digitalmars-d-learn]

I am about to write my own stupid and simple http client .. and i 
have added a callback function that has the received content as a 
parameter.

class AsyncHttpGet
{
     this(string host, ushort port, string path, void 
delegate(string) callback )
     { ... }
}

My first attempt was to write:

auto f = new AsyncHttpGet("www.dprogramming.com", 80, 
"/index.php", (string content) => {
   ...
});

but this is does not work because my AsyncHttpGet takes a normal 
delegate and this => seems to add nothrow @nogc @safe to my 
delegate type.

The correct syntax is only marginally differnt, but took me quite 
a while to figure out:
( the missing arrow )

auto f = new AsyncHttpGet("www.dprogramming.com", 80, 
"/index.php", (string content)
{
  ... // this is of type function
});

i noticed that delegates are "more powerful" than functions. once 
the passed function e.g. needs to capture a value from the 
outside it becomes a delegate type. I have also read that a 
delegate can contain a reference to a class method bound to an 
instance.

int dummy = 0;
auto f = new AsyncHttpGet("www.dprogramming.com", 80, 
"/index.php", (string content)
{
  dummy = 1; // this is of type delegate
});

but what is the difference between a lambda (=>) and a 
functions/delegates?
i think this is a major pitfall for newcomers, and should be 
adressed somehow.