Felt paper is used as an underlayment and is a critical part of a completely operational roofing system. The first use is in the event of a blow-off and will act as the secondary defense after your shingles. The second use is that wind-driven rain and ice dams can at times cause moisture to penetrate the first roofing layer and felt would ensure the moisture does not penetrate to the roof deck. The third use is the felt can act as a moisture barrier from condensation from the hot air coming up through the house.