Subgroups are extremely important to the study of a group -- I really can't overstate that point. I could give dozens of reasons, but here's a few that you might find interesting:
If $G$ is complicated we can simplify it in one of two ways
- we can look at a quotient of $G$ (which adds extra relationships between the group elements, for instance we might force things to commute)
- we can look at a subgroup of $G$ (which restricts attention to certain elements, and ignores others. For instance we might look at only those elements which preserve some property)
Both of these directions help us better understand the structure of $G$ (and more importantly, its actions).
For an example of understanding the actions, it turns out that if $H \leq G$ and $H$ acts on a vector space $V$ (this is a very common situation), then we can build a $G$ action (called the induced representation) out of it. Oftentimes the $H$ actions are easier to study, and these induced representations help us get a handle on $G$ actions.
For an example of understanding the structure, say that $G$ is finite and of order $pqr$ for three primes (for instance, we might have $|G| = 3 \cdot 5 \cdot 19$). Then $G$ is solvable (see here for a proof). This tells us that $G$ is "almost abelian" in a certain sense, and so gives us useful structural information about $G$. Importantly, the only proof I know of this fact crucially uses the theory of sylow subgroups of $G$.
As a bonus fact, in galois theory we relate the subfields of some field to the subgroups of its "galois group". This is extremely useful for field theory, because fields are fairly complicated objects, and are often infinite $(\mathbb{Q}, \mathbb{Q}(\sqrt{2}), \mathbb{R}, \mathbb{C}$, etc). Understanding field extensions and subfields is crucial for solving polynomial equations (and, more abstractly, much of modern number theory), and the only reason we're able to understand these field extensions is because of their connection to the subgroups of a (finite) group. So we've turned the study of an infinite object into the study of a finite one!
I hope this helps ^_^