A “preliminary examination” is usually the second court hearing in Federal Criminal cases. The preliminary examination is an opportunity for the Federal Court to review the evidence that the Government has gathered and then make a decision concerning the sufficiency of the evidence. If the evidence is found to be insufficient, a Federal Magistrate can dismiss the complaint and release the Defendant.
The rule governing preliminary examinations can be found here:

Legal Information Institute – Rule 5.1 Preliminary Hearing

Federal Criminal Defense Lawyers in Brownsville Texas will often suggest that a Defendant waive the preliminary examination. Waiving the preliminary examination usually occurs if it is clear that there is sufficient evidence to proceed against a Defendant. One example of when preliminary examinations are frequently waived is a drug possession charge where the accused was found with drugs during a routine border inspection and confesses to knowledge of being in possession. Additionally, the vast majority of criminal defendants accused of illegally re-entering the United United States will waive their preliminary examination hearings because the evidence against them is likely overwhelming.
Federal Criminal Defense Lawyers in Brownsville Texas generally do not advise waiving a preliminary examination in situations where there has been no confession, or when an arrest occurs at somewhere other than a checkpoint. Examples of when not to waive your preliminary examination include; white collar crimes, child pornography, and any charge which includes a conspiracy or is based on evidence provided by a co-conspirator.