You can read plenty of information about the importance of escaping information in WordPress via the Codex. If you’re new to the topic, I highly recommend it.
If you need a refresher, or are looking for a short description for why this is necessary, consider this the working definition:
For security on the other end of the spectrum, we have escaping. To escape is to take the data you may already have and help secure it prior to rendering it for the end user.
Clear enough, right? And WordPress offers plenty of functions to help with this.
How do we know which one to use, though?

