If you've ever tried to play a simulation with a keyboard, you know how hard it is to fly with any precision. The keyboard is a tremendous tool for translating words to print, but poor at transmitting the concept of motion to a simulator. The joystick is the most familiar and useful, serving the same role as a stick in a real cockpit would. The stick is set into a base and moves on two axes, one for pitch and one for roll. A throttle is a device, usually a dial or a lever, that enables the user to dictate an engine setting from idle to maximum power.
Rudder pedals simulate the use of foot pedals in a real aircraft to move a rudder left or right.
If you're serious about having fun with simulations, these devices are a necessity. It's simply too difficult to control an aircraft with the wrong tools. You might be able to take off or make elementary course adjustments with the keyboard, but air combat is hopeless without at least a joystick. Real and virtual pilots alike know that with more complicated flying, confident throttle and rudder inputs become nearly as important. Let's assume that you've got a computer and a flight simulation package, but are looking for some peripherals to make flying easier.