In the Hypertext Transfer Protocol (HTTP), HTTP header fields contain the operating parameters of an HTTP request or response. With the request or response line (first line of message), they form the message header.
Because HTTP is an extensible protocol browsers have pioneered some useful headers to prevent or increase the difficulty of exploiting these vulnerabilities. Knowing what they are and when to apply them can help you increase the security of your system.
Clickjacking, XSS and CSRF, exploits that have been around for 15+ years now and still form the basis for many vulnerabilities on the web today. If you spend any time around bug bounty programs you will notice similar patterns with these exploits, that many could have been prevented with just a few HTTP Headers in place.