What is the purpose of tempering chocolate?
Chocolate is an odd substance when it comes to melting and hardening.  When chocolate hardens, its melting point will end up being just a few degrees higher than the hardening temperature.

When chocolate crystallizes at high temperatures, it forms a strong, dense crystalline structure that, texture-wise, is quite brittle.  Most bought chocolate (baker's chocolate and chips) is already tempered, but when you melt it, you break down that crystalline structure, and if you harden it at room temperature then it ends up forming very weak crystals that will melt in your hand.

If you use a special coating chocolate (couverture or the lower-quality compound chocolate) then you don't need to worry so much about tempering (although it's still a good idea), but if you use ordinary chocolate and don't temper it then your coating will end up being messy and wet and rub off on your hands while you eat it.  It might even melt while stored.

Tempering is the key to making a room-temperature-stable chocolate coating.  If you don't do this, you'll need to keep your pastries refrigerated until they're ready to consume.