a firewall is a virtual barrier - barring anyone or anything from access to your computer, and barring any access from your computer to the Internet without your prior knowledge and consent.
Problems can come from without or from within as far as computers are concerned - programs that you've installed may want to access the internet without your knowledge. Almost always this will be for benign reasons - to check for updates etc. On rare occasions however a program might not be all that it seems, or you might not even know it's there, and it may try to 'phone home' with some information about you that it's gleaned from your files without your knowledge.
A decent firewall will put a stop to such goings on,and will ask you if you want to allow the activity. It will spot any attempt at access from the internet, and will again ask you if you want to allow the contact. Port probes - those things that go bump in the Internet night - will be detected and blocked.
All this is done with a minimum of fuss and bother (usually), leaving you to get on with what you're doing.
This thread is now locked and can not be replied to.