What is this big tube? (New pool owner)

It looks like you have a well point. They are typically installed in areas where ground water can get very high. It looks like you have a fiberglass pool. The well point allows you to drop a submersible pump in there to pump ground water away from the pool, so that pressure from the ground water doesn't deform the walls of the pool. You had a very considerate pool installer!
 
I'd keep an eye on it especially during the rainy season.

I'd even consider getting a rod (something like they use at gas stations for checking tank levels) and check it every so often during periods of rain.
 
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