DHT 11 Issue.

No I don't need to waste a great deal of time trying to explain advanced concepts like that. Grumpy Mike has already done it here (and Very Well too). You can do several things First trust that someone who knows a great deal more than you has found the part necessary and Second take it on faith that the part is NECESSARY.

Go Read Grumpy Mikes explanation and then you will know why I didn't repeat it. As to GO Look... It IS YOUR JOB to find the information not mine to deliver either a link (Easily Found) or a Long dissertation on why capacitors are a REQUIRED PART OF ANY Device Externally connected to an Arduino. Perhaps the easiest method is to take it on Faith that the part is REQUIRED, Later when you have learned more I promise You That You Will Understand why. IMO

Doc