Think of the Sanbox as your Training Construct. You get to try everything you can do with the actual app without having to worry about messing with your data. You can use the Sandbox to train newbie users, to see how a feature would work and more.

Anytime the application seems a little overwhelming all you have to do is to switch over to the Sandbox and see how it works there, and guess what this will be free forever once you sign up.