Old Non-stop Behavior
In OpenTTD and TTDPatch the non-stop order tells a train to pass through a station without slowing down and stopping. This is advantageous if you want to use an existing station as a waypoint. When the patch is set to 'on' in OpenTTD, trains will only stop at stations in their orders.
This differs from the original game where the 'non-stop' order would tell a train to go to a station without stopping at any other station. Unless a non-stop order was given, trains would stop at any station along the route and try and unload their cargo. Compared to the new system this is most unpreferrable for long routes that pass through many stations.
New Non-stop Behavior
As of r12648 or OpenTTD 0.7.0, both kinds of 'non-stop' orders are now possible within one game. The TTDPatch 'non-stop' order (drive through the station without stopping) is now called 'go via', whereas the original 'non-stop' order (do not stop at any stations inbetween) is still called 'non-stop'. You can use any combination of these two: 'Go to', 'Go via', 'Go non-stop to' and 'Go non-stop via'.
The patch setting TTDPatch compatible non-stop handling now only determines what kind of orders are given to vehicles by default - if enabled, new orders will be 'Go non-stop to' by default.
If loading a savegame that was created with a version prior to this change, the vehicles' orders will automatically be converted according to the patch setting. That means if the setting was enabled, all 'Go to' orders will be converted to 'Go non-stop to'.