I will start off by making my explanation as simple as possible. When you watch TV or listen to music on your stereo or MP3 player, you expect that you can increase or decrease volume of the sound in varying degrees a little at a time in whatever way you choose. In other words, you don't expect that the volume of the sound you're listening to will jump from very soft, to loud, and then to very loud without anything in-between, right? That just wouldn't be good. When you step on the gas in your vehicle, you don't want it to go 10 miles an hour and then suddenly jump to 40, and then to 70? That also would not be good. And also, when you push down the gas pedal to gain speed and then you let off your gas pedal a bit, you obviously wouldn't want your vehicle to stop when the gas pedal was released, you would want it to start slowing down.
There are some piano brands and models (portable and in full piano style cabinets) that only give you on and off for pedal (nothing in-between), and/or only give you a few volume changes while pressing the piano keys instead of allowing you to easily and smoothly change volume to whatever you need when you press down the keys easily or with more force. Also, some of these brands have very noisy keys when they move up & down. All keys make some noise when moving, but there are extremes and I have had these experiences on piano brands like Suzuki, Williams, Benjamin Adams, Viscount, and a few others.
As an uninformed buyer, you would never know to look for these things and may not realize what a negative impact these kinds of limitations will have on your piano playing, especially if you are a student. Also, the piano tone on many digital pianos doesn't change at all or changes very little as keys are being played, and that's another limitation which is not good, especially for students and people who play. The tone needs to go from mellow (when keys are being played lightly), to brighter (when keys are being played with more force). That's normal in a regular acoustic piano and is referred to as "tone color" like colors on a pallete where you can have many colors to paint the picture, but that doesn't happen in many digital pianos, particularly in the lower price ranges.