Regular expressions are a very useful tool for any programmer wanting to validate input, format strings, change words, reformat data or even split apart a string into an array. However, when you are starting out, writing them it can be hard going, they are not very easy to learn and the only way to really understand them is to practice, practice, practice.
If you are starting out you should get yourself a decent regular expressions book, and then use this tool to see what an expression does and how they work. However, this tool is exceedingly useful for seasoned developers. Go ahead and try it!