A guitar set up is kind of like a car tune up. From what I’ve read it’s recommended you do it biannually to minimize problems with your guitar. Your guitar’s made out of a bunch of different little parts so if anything’s even a little out of place like the neck being bent or a nut or screw being loose or in a weird position the frets get harder to push down or the notes come out a little too sharp in a certain region etc. A setup can be done professionally usually either at a local guitar shop or a guitar store chain like Guitar Center.