A good prop can make an RPG session really memorable. A map written on actual parchment, for example, grabs the imagination a little harder than the same drawing on a page ripped from a spiral notebook. Good props help the players feel immersed in the game, and give the setting verisimilitude.
Some purchased adventures include such handouts. But if you’re writing your own adventures, you have to make your own props too.
And if you play online, the props have to be digital.