You already met headings in the introductory tutorial and there is not much more to say. Browsers treat headings differently to other text. Normally they make it bold and big (at least for the first few types). Headings are also treated differently by search engines and screen readers which makes it even more important to use them properly. Thankfully that is easy:
- h1 should be used for the heading which describes your whole page (h1 headings are very important to search engine rankings so describe the page well)
- h2 should be used to distinguish a major section within that page (a sub heading)
- h3 is for smaller sections within a section
- h4 might be useful occasionally but if the page has got that big it might be time to split it into smaller ones
There are also h5 and h6 elements but you are unlikely to need them.