Have you ever thought about “where am I?  What am I doing?” while you are playing music?

When your conductor starts the music, don’t you think “if music comes to the end, it is over.”
If the music is short enough, your memory tells you that next page has the ending. But if the music is very long, don’t you say in mind, “how many more pages shall I turn?”

It is always important to know where you are and what you are doing even in the music world. I would like to explain the importance by an example of sonata style.

Classical standard sonatas comprise Exposition, Development, Recapture and Coda.
You can easily find the end of Exposition because it has a repeat mark at its end. So, Development starts after the repeat mark. You can find the beginning of Recapture since the Recapture is exactly same as Exposition. And the end of recapture is almost the same as Exposition. Therefore, it is not difficult to know where you are in the music structure.

First of all, please acknowledge where you are while you are playing.

All music has a theme. What is a theme? It is a subject of the music and the meaning is the same as that of a paper. Therefore, composers try his best to make his theme impressive and persuasive. However, in short, there are only two techniques to achieve their devises. Those are;
(1) Repeat the theme. (2)Use a contrast between the theme and other melodies like second theme.

Here is the typical structure of sonata form.
Exposition: Theme+Theme—Second Theme–Closing || Development by Theme||Recapture:
Theme+Theme—Second Theme—Closing|| Coda||

In the standard sonata form, you will hear the theme at least 7 times. So, composers carefully invent the theme and polish it meticulously because the sonata will fail if the theme is not attractive.

I think you now understand the importance of where you are in the music structure. It is as important as you can tell the difference between a dining room and a kitchen. It is because your behavior depends on where you are.