A Point of Interest, or P.O.I. is a location or several locations in a level where items such as weapons and useful equipment is placed. It is also used to mark places like side entrances, disguises, locations of objectives or useful sniping positions, among other things. In all of the games so far, it is marked by a yellow circle with an exclamation mark (!) in the centre.
For example, on Tubeway Torpedo in Hitman 2, there is a POI in the small room next to the guard's quarters. This is because there is an officer's uniform in there that will help you in the mission.
Another example is that there is a POI in Hitman: Contracts on The Lee Hong Assassination that denotes where the safe containing the Jade Figurine could be.