When you call a function (i.e. analogRead), it does not return until the read is complete. This is a very simple way to keep the order of operations in order. Most everything in arduino is blocking, much easier to keep things straight especially for folks just learning. So later in your program you don't need an "are you done with that analog read yet?" bit of code.
The reasons why you might not want to block are usually performance oriented and a slightly more advanced topic. But if a function took a long time to execute, you might want to do something else and check back later to see if the operation is done or not. Or give it the name of a function to execute when it is completed. That would be a non-blocking call.