Let’s say, you have two sentences in English:
I want to study. I’m trying to study.
Now you get the correct German translation for both sentences:
Ich will lernen. Ich versuche zu lernen.
If you are not aware of the existence of a grammatical structure called the Infinitiv mit zu, the second sentence will come as a surprise. “What is the zu doing there?” is a valid question in this context.
In the beginning of studying German, there are many such surprises. Das ist ein Auto. Ich habe ein Auto. Das ist ein Koffer. And then you figure out that you cannot just say “Ich habe ein Koffer.” Then you learn about the accusative case and the changes it induces and then, when you hear “Ich habe einen Auftrag.” even though you might have to look up what an Auftrag is, the word einen won’t surprise you. It will not stop you in your tracks. It will not make you start to wonder and to hesitate next time you want to formulate a sentence.
That’s one important aspect, that structures you come across don’t ongoinly confuse you and distract you.
Secondly, studying German without studying grammar would reduce the studying process to repeating sentences that you read and hear, but it wouldn’t enable you to flexibly formulate your own thoughts. You could use these two sentences above but you would be unable to translate “I would like to learn.”, “I am able to learn.” or “I want you to learn.” based on them. At least, you wouldn’t be able to do it correctly.
Imagine how much time you would spend on just collecting sentences that you could learn and then use. You would have to spend a lot of time with German sources that provide you with sentences. Then you would need the correct translation of everything, and eventually repeat. Come a new context, you might have to adjust it all again. Knowing German grammar saves you the trouble, it saves you a lot of time and work. It enables you to learn much more much faster and more reliably.
In case you would like to know the German version of the English sentences. They are:
Ich möchte lernen. Ich bin fähig zu lernen. Ich möchte, dass du lernst.