Your bicycle's gear shift system is what keeps you moving along steadily as the terrain changes from uphill to level road to downhill. Without the gear shift, you would have to struggle even more to get up a hill. Your pedaling cadence, or the rhythm at which you pedal, wouldn't be at its best because the wheels wouldn't respond as well on certain stretches of road. In addition to obvious issues such as a broken sprocket, the gear shift system can experience problems that require repairs so that your safety isn't compromised.
Faulty Shifter
If you try to shift gears, but the bike feels like it hasn't shifted quite as much as you thought it would, stop and compare the shifters and the chain. It's possible for the shifter lever or grip to malfunction so that the levels on the shifter don't match up with how the chain is positioned. This could be due to a fault in the shifter mechanism itself, something wrong with the cable or part of the aftermath of the chain slipping off a gear without you noticing. Have the bike inspected at a qualified bike shop, and adjust or replace the shifters as necessary.
Gears Slipping
Conversely, the shifters can be all right, but the chain can slip off of the gears on the rear wheel, ending up one or more gears too high, or off the chainrings by the pedals, throwing the bike into a gear that's too low. This is often a sign the chain has become too stretched and worn, and must be replaced. If the chain is in good condition and is not stretched out, it might be your biking technique. Intown Bicycles notes that if you tend to start pedaling while in a higher gear, especially if you tend to pedal furiously, you can cause the chain to slip even if the chain itself is fine.
Gears Wearing Down
Even metal can wear down when continuously hit by more metal. The spikes on the sprockets fit into the spaces in the chain, but the fit is snug enough that the pieces are constantly rubbing against each other. This can not only stretch the chain but wear down the metal sprocket so that slopes form. Sheldon Brown notes that this causes chain links to "ride up" and eventually enlarges the diameter of the circle formed by the chain. This affects ease of pedaling because it's like you're in another gear. Chains and sprockets that are mismatched in terms of wear, such as an old chain on a new sprocket or vice versa, can cause the chain to skip over sprocket teeth -- in other words, not connect properly to the sprocket -- or cause the new gear to wear down very quickly.
Broken Derailleurs
If the derailleurs, the zigzag-shaped pieces by the rear wheel sprocket, break, you're not going to be able to shift properly. The derailleurs pull and push the chain so that it moves between sprockets, and if they stop moving the chain, or if they don't adjust the length of the chain as it changes gears, and thus gear size, the chain won't shift when you tell it to. Sometimes this is just a matter of adjusting the derailleurs -- there are two, a front and a rear derailleur -- but depending on what exactly is wrong, you may end up having to replace them.
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