Imagine if you will, a rubber band looped between your two index fingers where your left hand is the source of energy and your right hand is the device that's using it. So long as that rubber band is intact you have a working and safe system, it just keeps on revolving, current flowing from source and back again (and your fingers get hot which is the device using energy!. Now imagine that the rubber band snaps somewhere - you still have a link to the source of the energy (your left index finger) but now it's flapping about, able to connect to anything around and energise it, potentially dangerously. So what we do is we create another route for that energy to get back to the source, a duplicate return path which we call Earth.