Why Detect Them?
Historically, scientists have relied almost exclusively on electromagnetic (EM) radiation (visible light, X-rays, radio waves, microwaves, etc.) to study the Universe. Some are trying to use subatomic particles, called neutrinos, as well. Each of these 'messengers' of information provides scientists with a different but complementary view of the Universe.
Gravitational waves, however, are completely unrelated to EM radiation. They are as distinct from light as hearing is from vision. Imagine humans were a species that only had eyes and no ears. You can learn a lot about the world around you simply by studying the light from objects. Then one day, someone invents something they call an ear. This device senses vibrations in air or water that you could not have known existed before. This ear opens up an entirely new realm of observation that you didn't have access to simply by studying electromagnetic radiation! As an antenna able to detect vibrations in the 'medium' of space-time, LIGO is akin to a human ear able to detect vibrations in a medium like air or water.
This is the way in which LIGO has opened a new 'window' on the universe. Things like colliding black holes are utterly invisible to EM astronomers. To LIGO, such events are beacons in the vast cosmic sea.
More importantly, since gravitational waves interact very weakly with matter (unlike EM radiation, which can be absorbed, reflected, refracted, or bent), they travel through the Universe virtually unimpeded, giving us a clear view of the gravitational-wave Universe. The waves carry information about their origins that is free of the distortions or alterations suffered by EM radiation as it traverses intergalactic space.
The gravitational waves that LIGO detects are caused by some of the most energetic events in the Universe—colliding black holes, merging neutron stars, exploding stars, and possibly even the birth of the Universe itself. Detecting and analyzing the information carried by gravitational waves is allowing us to observe the Universe in a way never before possible, providing astronomers and other scientists with their first glimpses of literally un-seeable wonders. LIGO has removed a veil of mystery on the Universe and in so doing, has ushered in exciting new research in physics, astronomy, and astrophysics.