We determine the metallicity distribution function (MDF) of the Galactic halo by means of a sample of 1638 metal-poor stars selected from the Hamburg/ESO objective-prism survey (HES). The sample was corrected for minor biases introduced by the strategy for spectroscopic follow-up observations of the metal-poor candidates, namely best and brightest stars first. [...] We determined the selection function of the HES, which must be taken into account for a proper comparison between the HES MDF with MDFs of other stellar populations or those predicted by models of Galactic chemical evolution. The latter show a reasonable agreement with the overall shape of the HES MDF for [Fe/H] > -3.6, but only a model of Salvadori et al. (2007) with a critical metallicity for low-mass star formation of Z_cr = 10^{-3.4} * Z_Sun reproduces the sharp drop at [Fe/H] ~-3.6 present in the HES MDF. [...] A comparison of the MDF of Galactic globular clusters and of dSph satellites to the Galaxy shows qualitative agreement with the halo MDF, derived from the HES, once the selection function of the latter is included. However, statistical tests show that the differences between these are still highly significant. [ABSTRACT ABRIDGED]
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