When I was learning to fly, I always read about and heard guys talking about dialing in "Expo" on their transmitters and how it helped with their flying, especially on high performance planes. I really didn't understand what they were talking about or how Expo really works. However, after I purchased my Spektrum DX8 radio, I was able to experiment and eventually understand what Expo does for your flying and how this is setup on a particular model.
Of course there is also the very important step of understanding how to setup your physical control surfaces on your airplane. Take a look at our post here about how to setup the physical control surface throws and understanding which holes do what in both the servo and the control horn.
Expo definitely makes you a smoother pilot by allowing less aggressive control surface moves with the corresponding stick movements. It makes things less sensitive to the degree that is comfortable to the pilot. Another really useful use for Expo is when you have a new plane that you have yet to maiden. You are not sure how your throws are going to "feel" in the air. Dialing in quite a bit of expo on the first flight can really help to make sure you are not fighting the sticks and over correcting leading up to a crash. Then once you get comfortable with a plane, you can dial this setting back as far as you need to or even take off Expo if you desire. It just provides somewhat of a safety net feature when you are getting used to the throws and control surfaces of a new plane.
On the DX8 setting up Expo on your plane is very easy and is simply a menu option that you navigate to on your scroll button. Take a look at the screenshots below on where this is configured and how to adjust the setting.
After hitting the scoll button, you will be brought to the menu options. Navigate to the D/R and Expo menu.
Video Explanation and run through of the process: