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Understanding the points of sail is the first skill you must begin to master when you start sailing. Well, I suppose another way of stating the importance of mastering the different points of sail would be to say that if you ever want to get where you want to go, or back home again, you must understand how to sail at all different points of sail.
Using the image below, we can define the various points of sail by the relationship to the direction of the wind. If you are pointed directly into the wind, you are said to be "in irons" which basically means you aren't going anywhere. Often as you raise or lower sails, you may choose to point your boat directly into the wind, this basically takes your sails out of service and so makes it easier to raise or lower them without extra pressure from the wind. But normally, you'll learn to avoid being pointed directly into the wind. The idea is to select a point of sail that is the most appropriate to really two basic things, the first being the direction you ultimately want to travel in, and the second being the relative force of the wind.
You see, when sailing "close hauled", you are typically configured in a way is working the rigging about as hard as you can work it. Your speed is generally high in this configuration, but the stress on the boat is also high, and when the wind picks up, the boat will heel more and be working under a greater load than it is when you ease of towards more of a "reach" configuration.
Often the most comfortable sailing is done when you are "running" downwind. Additionally, downwind running is also the ideal direction for deploying a spinnaker sail, a large, lightwieght sail that is often referred to as a kite or chute.
