Other answers explain why it would be interesting to buy Treasury Bills, I am going to explain the "discount" concept.
The point here is the mechanism of how those TB are sold to the primary market (big investors, banks, and other entities that will sell the TBs to small investors).
The Treasury is issuing promissory notes of paying a quantity (let's say $1,000) sometime in the future and auctioning them.
If demand is high (instability is high, or other investments give low ROIs) then the primary market will offer more for those notes, so the Treasury gets paid more (let's say $970); the interest for the buyer will be $30.
If demand is low (there are other interesting investments elsewhere) the price drops and and the Treasury will get pay less (let's say $920); the interest for the buyer will be $80.
The difference between the nominal value of the bill and its purchase price is its "discount" (you could read it as "how much the Treasury discounts the bill in order to sell it").
Of course, for the small investor that distinction is meaningless in relation to an usual "bonus": either he is buying in the secondary market (from the primary buyers) and has to accept a discount that has already been set, or even if he can buy in the primary market1 the volume that he is going to buy will not move the price that will be set in the auction2.
1 I am not sure about the USA, but in some countries it is possible.
2 And there are risks with this system, too:
If the offer is too low the investor will not get any bills.
In the USA (thanks @dave_thompson_085 for the info) and probably other countries, the price is set by accepting bids from higher price to lower price until the bills offered are sold, and the final price for all of the buyers is that of the accepted offer with a lower value. That means that the investors do not know which is the actual purchase price they have commited themselves to (although they do know that at worst it is as high as their bid).