Flour is sifted to break up lumps and add air. These two effects make a noticeable difference in batters meant to be light and airy, but make almost no difference in doughs that are kneaded. Sifting is not necessary for every recipe: don't skip it for cakes, sponge cake, or light cookies, but feel free to skip it for bread, pizza, savory roll and pastry dough. Knowing the difference helps you keep the steps that matter and skip the ones that don't.
Sifting has two measurable effects. The first is breaking up lumps: flour packed tightly in a bag or sack forms small clumps under its own weight. When those clumps meet liquid, the outside gets wet while the inside stays dry, leaving white specks in the batter. The other effect is aeration: sifted flour expands by 15–20 percent by volume. That air helps create initial volume in light batters that rely on eggs and leavening for lift. The sieve's mesh matters too: a fine mesh adds more air, while a coarse mesh simply breaks up lumps.
The difference is most noticeable in sponge cakes, genoise, and roll cakes, whose structure relies only on beaten eggs. In these batters, flour must be added without deflating the foam; clumpy flour takes extra mixing to incorporate, and every extra motion lets air escape from the foam. Sifted flour disperses in one motion. Fine powders such as cocoa, baking powder, baking soda, and starch are sifted with the flour too, which breaks up their lumps and means they don't need to be mixed into the batter separately.
By contrast, sifting can easily be skipped for bread, pizza, savory rolls, and savory pastry dough. These doughs are kneaded for several minutes, which breaks up lumps; the air added by sifting is lost within the first few folds anyway. The same goes for very wet mixtures: in crepes, savory Turkish flatbreads, and pourable cake batters, flour dissolves into the liquid on its own. For these mixtures, stirring the dry flour with a whisk does more than enough of what sifting would.
If you weigh your flour, there's one important detail: weigh it first, then sift it. Doing the reverse changes the measurement, because the same measure holds fewer grams of sifted flour. For anyone measuring by volume, sifting changes the amount directly: the same 200 ml measure holds about 15–20 g less sifted flour, which can make the batter too wet. If you don't have a sieve, aerate the flour in a wide bowl with a whisk for half a minute to get a similar result. Sifting whole-wheat or rye flour also separates out the bran; if you want the bran, add what stays in the sieve back to the dough, or leave it out if you don't.