No, I am not doing such things like that yet, my question was WHY we need to convert images to a GRID, why it is necessary, maybe because ArcGIS can work better if the image in GRID or because what? It is just a general very basic question but to me to understand more this whole ArcGIS I need to know why I am doing what is in my homework.
I am not sure what is the current format of your image? In general you could convert your image to any other supported format like IMG, TIFF, etc other than an Esri grid. Here is a list of the supported raster formats. Also here is a link about Esri Gird format.
Your best resource is your instructor. One possibility is that older versions of the Spatial Analyst supported GRIDs only, although I think you could pass in different imagery types, the output was always in GRID format. But that's no longer true as of version 10.0. Even at 9.3, it would automatically convert various input raster formats. Maybe the homework hasn't been completely updated?