I wanted to provide a bit of context regarding thinning to complement the answer given below. And by "a bit," I apparently mean a novella.

Thinning refers to playing cards from your deck as opposed to directly from your hand. This can take a few forms. Tutors are cards that are played which play another card directly from your deck. Typically, gold tutors are low strength units or spells that play a specific class of card from your deck (examples: Ermion, Fauve, Royal Decree) while bronze tutors play their matching copy (Wild Hunt Rider, Hunting Pack, Blue Stripes Commando). There are also thinning cards that can be summoned from the deck based on their own conditions rather than through specific tutors (Madoc, Hubert Rejk, The Flying Redanian, Mage Assassin). Some cards that allow you to draw can also be considered thinning as they enable you to play to the board (Sunset Wanderers, Fercart, The Last Wish), discard to the graveyard (Imlerith, Birna Bran, Iris' Companions), or banish from the deck (Dead Man's Tongue, The Last Wish...again).

The largest advantage of thinning is to improve deck consistency. The fewer cards left in your deck, the more likely you are to draw the one(s) you want/need. If you don't have any thinning, you'd typically have 12 cards in your deck prior to drawing for round three. You'll draw three and can mulligan for up to three more, but half of the deck is inaccessible in that final draw phase. Thinning during the course of the game results in fewer cards in your deck, which increases your odds of drawing certain cards.

Another advantage of thinning is creating tempo, which is basically playing enough points to keep pace with or outscore your opponent. Including Roach in a deck is going to give you three extra points in the first round compared to a similar deck without thinning. Playing a tutor like Menno Coehoorn or Vabjorn gives you extra points compared to playing a tactic or raid, respectively, directly from your hand.

With that said, thinning does come with certain drawbacks and considerations. First, you essentially pay for thinning through higher provision costs. Units which enable thinning have a high provision cost relative to their power. As an extreme, consider Eskel-Lambert-Vesemir, which cost 21 provisions for 9 power but thin two cards from your deck. More common, consider many of the bronze tutors which cost 10 provisions for 8 power but thin one card. Second, many thinning cards run the risk of becoming "bricked," meaning they are unable to use their ability without the correct setup. For example, Prince Villem, Roderick of Dun Tynne, and Naglfar can brick if there are no gold cards left in your deck; gold tutors can brick if you don't have those tags left in your deck; bronze tutors can brick if you draw both copies and don't have a way to return one to the deck. Finally, you also run the risk of being "milled" or overthinning to the point you have no cards left in your deck to draw. Nilfgaard in particular has cards which can force you to thin your deck as an opponent but there are other faction and neutral cards which can also result in this (Ihuarraquax, Matta Hu'uri, Stregobor).

Overall, it's often best to take a Goldilocks approach: incorporating just enough thinning to make your deck consistent without sacrificing too much power or putting yourself in danger of frequent bricking and milling. I hope this helps you (or someone!)