Case endings tell you what role (or function) the word plays in the sentence. English pronouns, for example, have one form that plays the role of the subject of the sentence and another that plays the role of object. In the sentence 'He is here' the word he is the subject of the sentence and that is why the Nominative case he is used instead of the Objective case him. In the sentence 'Ask him' the word him is the direct object of the sentence and that is why the Objective case him is used instead of the Nominative case he.
The principal difference between English and Russian in this regard is that in English only pronouns show the distinction between Nominative case and Accusative case (or, as it is usually called, Objective case), whereas in Russian not only pronouns, but also nouns and adjectives are inflected for case. In addition, the number of different cases is greater in Russian than in English.
There are two things you have to learn about a particular case:
(1) what its forms are (i.e. what the endings look like and sound like) and
(2) what its function is (i.e. under what circumstances you use it)