Redundancy is when you realize that ATM already has the word "machine" in the acronym, but people say "machine" anyway, as you see in this comic from Zack Weinersmith at Saturday Morning Breakfast cereal. PIN works the same way. But those are far from the only misused acronyms. Check out the list compiled at Redundant Acronym Phrases.
A Redundant Acronym Phrase (RAP) is a phrase containing an acronym plus a word or phrase such that, when the acronym is expanded, the phrase would contain a redundancy. This is best illustrated by an example: ATM machine. ATM is an acronym for automated teller machine. Thus, ATM machine really means Automated Teller Machine machine. Similarly, RAP phrase means Redundant Acronym Phrase phrase.
The term RAP phrase was coined in 1985 and first appeared on the Internet in 1995 as a category in the IRC game Chaos. This phenomenon was later described using other terms, such as RAS syndrome (Redundant Acronym Syndrome syndrome), coined in 2001, or PNS syndrome (PIN Number Syndrome syndrome).
Check through them and you'll start to recognize them more and more in everyday life and media. But try to resist the urge to point every one of them out to those around you ...because you may start to sound redundant. -Thanks, Spellucci!