Middleware are simpler than HTTP modules and handlers:
Modules, handlers, Global.asax.cs, Web.config (except for IIS configuration) and the application life cycle are gone
The roles of both modules and handlers have been taken over by middleware
Middleware are configured using code rather than in Web.config
Pipeline branching lets you send requests to specific middleware, based on not only the URL but also on request headers, query strings, etc.
Middleware are very similar to modules:
Invoked in principle for every request
Able to short-circuit a request, by not passing the request to the next middleware
Able to create their own HTTP response
Middleware and modules are processed in a different order:
Order of middleware is based on the order in which they are inserted into the request pipeline, while order of modules is mainly based on application life cycle events
Order of middleware for responses is the reverse from that for requests, while order of modules is the same for requests and responses
See Creating a middleware pipeline with IApplicationBuilder

Each delegate has the opportunity to perform operations before and after the next delegate.Any delegate can choose to stop passing the request on to the next delegate, and instead handle the request itself. This is referred to as short-circuiting the request pipeline, and is desirable because it allows unnecessary work to be avoided.