A function that returns a list builds the whole list in memory before you see any of it. A generator produces one item at a time, so:

It can describe sequences too big to store, like every line of a huge file.
It can describe endless sequences, like all the Fibonacci numbers, since nothing forces it to finish.
It starts giving results immediately.

def fibonacci():
    a, b = 0, 1
    while True:
        yield a
        a, b = b, a + b

for i, f in enumerate(fibonacci()):
    if i == 10:
        break
    print(f, end=" ")

while True is safe here, because the generator only runs when asked for another value.