I agree with Jo. I really didn't like to press when I first started sewing. I thought it took up too much time, but after years of sewing, I found that pressing as you go keeps the material neater and you end up with a more professional look.
One of my bad habits was saying to myself just get it done. Now, when I get a seam that is not going as straight as I know it should be, I have to say to myself. STOP, go back and do it right. lol I say that a lot.
Syl

Always wondered about this also - thanks Dolphyngyrl for asking the question and to all those who replied.

Ok I'm going to sound like a complete dummy here, but I do not understand the term "set your seam". Press open or press to the side is all I've ever encountered.

Setting the seam is pressing the seam as it comes out of the machine. Just take the pieces out of the machine, don't open or do anything but press along the seam. Then press open or to one side.

I find when I set the seams, it makes them nice and flat and when I press from the front, I don't get any unwanted pleats. Remember, "press", not iron.

Oh. I've always finger pressed my seams either open or to the side immediately, then taken the whole lot to the ironing board for actual pressing before going to the next step. Wonder if that counts!?!

Just makes everything look nicer and helps blocks come together. If you don't set the seam those areas will have a raised divide look to them.

Then you are skipping the step "pressing the seam", which is the subject of this discussion.

Pressing the seam prepares it for the 'folding over' of the seam that you get when you press it to one side. Overall, it gives you a neater looking and more accurate set of piecing.

I don't have a scientific explanation, but I've learned by reading all the response's. Great lesson learned.