Whenever you click on a link to visit a site a request gets made to the server. The server answers with a status message (header) and a file list for that website. After viewing that list, the browser asks for the files one at a time. On the ‘old’ HTTP1.1 protocol, this process takes ages …Read: "What is HTTP/2?"
The entire web is based on HTTP, knowing the basics about the different types of HTTP headers you can send is a base requirement for anyone doing web development and website optimization.