Musicians have to be in tune with one another. A good start for making this happen is to agree on the frequency of one of your notes. In the case of orchestras, that note is typically an "A"**. Before the orchestra starts playing the real music, the oboist will play an "A" at concert pitch (440Hz for many orchestras) and everyone will get an "A" on their instrument in tune with that note.
Each instrument will still have to make slight adjustments in pitch for other notes, but they can always refer back to that "A", and will thus generally know how they need to adjust other notes to keep the ensemble in tune. Without tuning, it would be a harder to keep that many people in tune together.
The concert pitch also affects how instruments sound. For instance, if a violinist wants to tune his "A" string to 450Hz, then he will have to make his string tighter. This makes the sound more brilliant. Similarly, each note a singer sings at 450Hz concert-pitch will sound relatively higher than at 440Hz, again making the sound possibly more brilliant but also possibly more shrill in the upper part of the voice.
** the western musical scale uses 7 letters: A B C D E F G