Destination Tags
One address can represent many users.
Exchanges often use one shared XRPL address for many customers. The destination tag tells the exchange which internal user should get the deposit.
Missing tag risk
If an exchange requires a destination tag and you omit it, the XRP may arrive at the exchange but not credit your account automatically.
Personal Wallet
Usually no tag required unless you set up special handling.
Exchange Deposit
Often requires a tag. Always check the exchange deposit screen.
Best Practice
Send a small test transaction first when using a new destination.