Declensions really are just categories.
You have Fish (Nouns).
Within Fish, you have Trout (1st declension).
And then there are all kinds of different trout that, because they share certain characteristics, are all lumped together as "Trout".
You also have salmon, bass, etc....
Nouns are the same way. You have 5 different declensions. These declensions are just different "types" of nouns lumped together because of certain characteristics.
These all have in the Nominative case, the letter "A" added to the stem. Thus they have been lumped into the first declension due to their similarities.
But now to your main question: Why do you have to "conjugate" (Decline) nouns?
As jjhayes pointed out, you have "He" and "Him", "to/for him", "by him", etc. based upon what that word "does" in the sentence. Latin does the same. You have Rosa, Rosae, Rosam, Rosas, etc. Latin just takes the "to/for", or the "by, with", etc. and adds it to the end. That way you have one main word, "Ros_", where the ending helps you understand what it "does". So if you can imagine English, instead, doing this: Himto for (to Him), then you are beginning to understand what Latin does. WalkedI himto (I walked to him).
So let's look at a sentence. I praise the girl.
Laudo is in the first person, present, active, indicative. It means I (o) praise (laud). Puellam is a Feminine Singular Accusative. It means "the girl". So: I praise the girl. Does that make sense? Because the accusative is the "Direct Object", that means that it is the recipient of the action of the verb. I praise who? I praise the girl...because of AM. If you changed the "am", you change the meaning of the sentence.
Laudo Rosa. (where the a is short, as in the nominative), would not make any sense. I (the subject) praise (the verb) girl (subject)...?
So instead of having to/for, from/with, of, etc., Latin tacks these "modifiers" onto the end of the noun in order for the speaker/reader/writer to understand what the noun does in the sentence.
I know that's pretty long-winded, but I hope it made things clear
. Good luck!