Harmony works through the interplay of two forces:

• Consonance — notes whose frequencies have simple ratios (like 2:3 for a perfect fifth). They sound stable and restful.
• Dissonance — notes whose frequencies clash. They sound tense and unresolved.

Great music uses both. Pure consonance is boring; pure dissonance is unpleasant. The art is in the movement between them. A chord progression turns that movement into a story: the I-IV-V-I progression goes home, departure, tension, return.