So you're relaxing at home, kids are in bed already, and someone knocks on your door... But it's not your front door they're knocking on, it's the garage entry door! That's weird. You yell through the door "who is it?" but you don't get an answer, just more knocking, and louder now. Again you're asking through the door who it is but they don't answer and just keep knocking. Maybe they yell back, "it's the police, open the door please!". Do you open the door for them? I certainly wouldn't open the door for anyone at my house unless I can see who it is on the other side of the door. Maybe if you had a peep hole on the door you would be able to catch a glimpse of this person so you can maybe describe them to the police when you call!
This is one of the most important aspects of basic home security and is a part of what I call the "Big 10". Check out the "Home Security Audit" page for more info on that. But anyways, you should never open the door for suspicious looking people, and the only way you can determine if they're suspicious looking is if you can see them.
Peep holes are very important for all of your doors and if you don't have them, GET THEM!