When you’ve finished tying up a fly you add a whip finish to keep the thread from unraveling and returning your fly back to a pile of materials and a hook. Some ninja fly tiers can perform a whip finish just using their fingers and it is an awesome feat to behold.
If you’re impressed with stuff like that you can learn to do that too, but you’ll probably find it is easier to use a tool to help you out. Dr. Slick makes a 3.5” Whip Finisher for $9. I use a Loon Outdoors Ergo Whip Finisher ($16) that I really like because it has a sharp end on it that you can clip the thread with.
There are a lot of tools where you’ll be tempted to buy something new/more expensive down the road. This should not be one of them.