Hello, I'm new to using microcontrollers and electronics in general, and I couldn't find the answer to this online. I wanted to know what the purpose of two 5V and GND pins are on this LED matrix, and which pins I need to connect the power to:
Power supply 5V / 3A (VH4 header input)
Probably because one pin can't handle 3A.
Or maybe one for the start of the LED strip, and another for the end of the strip. Any strip looses power the further along it goes because the PCB tracks on the strip is not so wide.
A simple technique to get round this is to apply power to both ends of the strip.
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The LEDs on such a matrix are not connected into a strip.
They could be. All matrices are connected, at the end of the day, to a strip of one kind or the other.
Like this:-
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These matrices, depending on their characteristics, can consume a very significant current. For example, this matrix, when fully illuminated with white, consumes about 6-8A. Other similar panels can consume even more. In order not to overload the connector pins and the conducting cable, the power connector has duplicate pins.
Of course 
But in most HUB75 panels the both 5V pins are connected to the same point in parallel.
Let's see, 5V x 8A = 40W
Specifications say Power < 15W, so how is 8A possible or even 6A as you claim?
On this matrix, 128 RGB pixels switched on at the same time, each pixel contains a 3 LEDs. Taking the typical current for an LED of about 0.02A, we get
128 x 3 x 0.02A = 7.68A
I assume that the 3A indicated on the site is "typical consumption" and not the maximum, this figure calculated on the basis that the panel will not be completely illuminated.
Also, specifications on store websites are often copied for similar products, without realizing that the numbers may be different.
PS
But of course, these are my assumptions, nothing more.
So you agree that my explanation of why there are two pins for 5V and GND is correct.
Probably for better reliability - high current connections can fail over time from corrosion (especially if humid), have a backup gives a better chance of continuing function as well as reducing the current per contact.
Being conservative with ratings usually pays off for enhanced reliability.
Though it could just be that they have a standard power harness connector across a whole product range, so use the same connector on even the smaller arrays even if over-engineered…
Feedthrough?
See post #2
So when you use that matrix, connect your +5V to both 5V pins and the Ground (-5V) of your 5V supply to both GND pins.