Why exactly do we need to use this alert ??

Answer 1

Is this related to the Tutorials/Lessons? I mean...which alert?

In general it's just:
alert("Message to show visitors");

You can also concatenate values:
var x =3;
alert("The variable x is set to: " + x);

Answer 2

Yeah, following @Andrew G...: Alerts stop events on the main thread. They are 'modal' windows and disruptive.

https://en.m.wikipedia.org/wiki/Modal_window
"...[they] create a mode that disables the main window..."

I try to use them as minimally as possible: debug and deliberate interruption.