Establishing shots are used to give people an idea of where the scene is set. The location of the scene being shown is rather important so that the audience knows where the movie is set in and get a general idea of how the area looks in various situations. Take a look at the image below.
This shot gives you an idea of where the scene is taking place, what type of scene it is and what is happening. This shot has a blue sky, calm water, and rather nice weather so the audience knows that the place that they are in and is rather calming. Movies use establishing shots as an introduction. Some movies tend to have different locations or scenarios happening in a current location so they use an establishing shot to make the audience see it.
This image is of the same location but, as you can see, it is more dark to let the audience know that it is night time. This could also be used to create a rather sense of dread like in superhero or horror movies when the darkness is taking over. The scenario has changed and it draws the reader in.