All fibre crafts, such as knitting, crochet, embroidery et c need a continuous thread. Otherwise you're restricted to the length you can cut from a hide or strip from a plant. A long time ago (before ancient Egyptian and Greek times) mankind worked out how to form a continuous thread by twisting fibres together.
It doesn't matter what the fibres are, animal, plant or synthetic, the thread is created through twisting. The method doesn't matter either - fingers, spindle, spinning wheel or machine all twist fibres together.
An interesting thing about twist is that the more you twist the fibres, the stronger the thread. BUT: there's a downside because the more you twist, the less soft the yarn will be. So you sometimes have to weigh these factors against each other. On the plus side, it means you can vary the twist according to the purpose of the yarn. So if you want strong sock wool, you put in a lot of twist, but if you want a soft, snuggly yarn for a scarf, you put in less twist:
If you twist your fibres clockwise and then knit the resulting thread, the individual stitches and the whole piece will slant badly:
There are other factors that affect how much twist is needed, eg short fibres like cotton need more twist than long fibres like mohair; thin thread needs more twist than thick. But the principle remains the same - it's all about the twist.