A probability density function (PDF) describes how likely it is to observe some outcome resulting from a data-generating process. For instance, how likely is it for a fair coin flipped to come up heads (50%). Or the role of a die to come up 6 (1/6 = 16.7%). A PDF can tell us which values are therefore most likely to appear vs. the less likely outcomes. This will change depending on the shape and characteristics of the PDF.