Fernandito, some of the guard designs have slotted screw holes so that you can adjust the gap by sliding the guard up and down. The smaller the gap under it, the safer it is. It is a little added protection for your hands. While you are using bits like an ogee or roundover that only profiles the edge of a board, most of the bit is beside or below the board and there is usually a bearing at the top so this type of operation is pretty safe unless you lose control of the board and the router throws it, leaving your hands exposed to the bit. That usually only happens if you feed the wrong way.
If you are using a straight bit or a pattern bit then the cutting edge will stick up above the board and the guard is an important safety tool in this case.
It is good to see the attitude you are taking with routing. We see many new members who are only interested in getting the job done as quickly and easily as possible. If you worry about safety first, you will still have 2 thumbs and 8 fingers when you finally decide to quit.
Someone I consider a master woodworker once told me that a master woodworker is not someone who never makes mistakes. He is someone who is able to cover them up so that no one can tell.