One of the main reasons Apple did not want their IOS tampered with was because in some regions you are able to physically unlock your iPhone from its locked Carrier But this is not the main reason why most people jailbreak their device. In most cases its because the substrate can be tampered with to allow your devices operating system to do things Apple have not developed such as change icons and the like.

Some times when Jailbreaking a device people run into trouble and it may appear that your device is bricked (No Longer Turn on). Let me reassure you, it is virtually impossible to brick a device unless the hardware inside the device has malfunctioned.