Through the back loop twists the stitch so that it doesn't leave a gap or hole. They're also done to create a decorative stitch. If ktbl or ptbl is difficult for you, you can manually twist the stitch before knitting or purling it.
If it's going fine for you and not leaving holes, or if the holes don't bother you, you can continue on without worrying about it. But it is something you should practice for future patterns.