Guitar Effects and Guitar Effects Pedals are used by a lot of guitarists, mainly electric guitar players to add colour and variation to their sound.
Guitar effects can be exteremely subtle in their change to the sound. For example a small amount of delay added from a delay pedal is sometimes hard to hear but when playing a solo it really adds to your sound - I personally wouldn't be without it.
Other guitar effects change the sound drastically such as the distortion pedals which, as you can imagine, adds distortion to your sound.
There are literally hundreds of effects pedals to choose from and ultimately your choice of effects defines your own unique sound. Check out youtube for examples of any pedals - they really give a great idea of how they may sound for you!