Most often, concurrency is created so that work can continue happening while the program is waiting for I/O to happen. For example, a server can start processing a new network request while it waits for data from a previous request to arrive. An interactive program might render an animation or perform a calculation while waiting for the user to press a key. Bear in mind that while a person can type more than 500 characters per minute, a computer can perform billions of instructions per second. Thus, a ton of processing can happen between individual key presses, even when typing quickly.
It's theoretically possible to manage all this switching between activities within your program, but it would be virtually impossible to get right. Instead, we can rely on Python and the operating system to take care of the tricky switching part, while we create objects that appear to be running independently, but simultaneously. These objects are called threads; in Python they have a very simple API...
