It is called "sweating" and it is a great way to get better at poker. When you have someone sweating you, you will often think just a bit more before acting, and that is often very good. Sweating someone else is also a very valuable practice.
You have someone sweat you so that you can get used to that thought process when playing alone.
As in: (being sweated) "I am in EP with K5o, and I will call just to see what happens.................. Oh,. wait. I will look like an idiot. Why would I do that? No, a terrible play. Nope, I am folding this, jeez, how could I not see that from the get-go...... Thank goodness I did not embarrass myself by calling there. I fold"
(Not being sweated): "I am in EP with K5o, and I will call just to see what happens.... I call"
Yea.....