I think it's a custard?
It's an emulsion of egg yolks, marsala (sometimes another wine) and sugar.There are both Italian (Zabaglione) and French (Sabayon) versions. It's often served with fruit - strawberries, figs, etc. A personal favorite, love it.
This is Julia Childs and Jacques Pepin's recipe, which is pretty classic: http://www.epicurious.com...
It's French for "Zabaglione", a frothy custard sauce strongly flavored with wine (traditionally Marsala).
Nigella Lawson has a good recipe for Zabaglione al Prosecco that I've made before. It's in her Feast cookbook. It serves eight but can easily be made for two since the proportions are basically one egg yolk, one tablespoon of sugar and approximately one and a half tablespoons of prosecco per serving. The recipe requires quite a bit of beating the eggs and sugar (15 minutes she recommends), but the final result is worth it. It can be served warm or chilled.
A hand mixer works well here in place of all that whisking. And for those who prefer a safer method than Julia's finger test, cook the custard to 150º F.
Vin Santo and Moscato D’Asti are other good choices for the wine.