Right before my mother taught me to how to sift, I found out in a frightening way, WHY I should sift.
I was young, and baking cookies, and when I got to the flour, I scooped it out of the container using the measuring cup. Then I packed it in pretty well with a spoon.
When the cookies were done, they looked wonderful. They were great big, and fluffy. I just had to try them. I got one and took a big bite, and then a big puff of dry powder exploded in my mouth. I started choking, and coughing. When I could finally take a breath, I took a big one, and I swear the powder seemed to go down into my lungs, and then I really couldn't breathe. Luckily my mom heard me, and she rushed in and pounded on my back, and I was struggling to breathe, and crying, but I was able to calm down enough to take a drink, and wet down the desert in my mouth, and I was okay. If she hadn't been there, who knows what would have happened.
She looked at the cookies, and knew that I had put in too much flour. She had me show her how I got the flour out, and then packed it, and she took the cup of flour and set it aside. Then she brought out this metal thing with wire mesh at the bottom of it, and a handle on the outside, that turned.
She dumped that cup of flour into this thing, and turned the handle while holding it over a plate. The flour came out looking like soft snow. Then she took a spoon, and placed the sifted flour very delicately back into the cup until it was full. When I looked, I saw that there was at least a whole other cup of flour still on the plate. I had used at least twice as much flour as the recipe called for!
I continued to accidentally ruin many desserts by adding too much flour, and it was just because I was lazy. It took me a while to learn that sifting the dry ingredients was worth the extra step. Incidentally, when my boys started baking, I had to show them how to sift, for the same reason, and with the same sifter.
I have found that recipes for baking often say to use sifted flour, and I've even read recipes that said to use a spoon "...to place it gently into the measuring cup." This is because it clumps together very easily. When too much flour goes in, you can't really tell, until it's done baking, and then the whole thing is ruined.
That was a true story up there. I hope people will keep it in mind, because you really don't want someone trying something you made, only to have the Sahara Desert suddenly appear in their mouth, and you have to call 911...