When I started photography, many people would tell me to shoot in manual mode only, and because of that, it took me a long time before I realized what the other modes on the camera were. In this video by Steve Mattheis, Steve goes through each mode in depth and explains how they can be used to suit your style of photography.
Program, shutter priority, aperture priority and manual: what do all these even mean, and how do they work? The exposure modes on cameras are a handy way of learning the exposure triangle, which is a great lesson for new photographers. Steve Mattheis has released this excellent video taking you through these different exposure modes in fine detail.
Each of these modes have varying uses. For example, if you want to shoot birds in flight and if you want to set a shutter speed of 1/2,500, you can switch your camera to shutter priority, and the camera will lock in that shutter speed. The camera will then decide on your aperture, etc. by itself to suit the shutter speed.
In other circumstances, you may choose to only use manual mode, where you can fully control your shutter speed, ISO and aperture. As Steve explains, this is very handy for ever-changing scenes, such as variable weather or light.