Idioms are expressions that really do not follow any grammatical rules and they are unique to each language (usually hard to translate into other languages). In english, some examples are "call the shots", "drag your feet", "fat chance". Native speakers do not even think about idioms because it is part of the language and is learned through use. So, I guess it is important to learn them because they are so unique to a language and because they do not follow any "rhyme or reason" (another idiom!).
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