It makes you harder to detect on the web (stops wannabe hackers from messing with you).
It makes a log of what happens in your network.It prevent that a program connects to a outside server without you wanting it (at least makes it more difficult).
I believe and maintain that Trisquel should come with ufw at least. Gufw would be good too.
And I would like to use a physical firewall, but at the moment I cannot. =(
