If turn your camera’s setting to M from A or P (i.e., go manual) you will have access to the ISO setting. This is a setting, whether film or digital, which determines how sensitive the take-up medium, whether film or a digital sensor, is to light. ISO means International Standards Organization, and is, in fact a shorthand for referring to ISO 12232:1998 or 12232:2006 (updated for digital cameras). The details do not matter all that much. The main thing to realize is that the lower the ISO setting, the less sensitive the film (or digital sensor) is to light. For film this means that the silver halide grains in a film are smaller. Film ISO have ranged down to 12. Like everything in photography, numerical relationships are based on powers (or square roots) of 2. So, ISO goes sort from 12,24,50,100,200,320 (Kodak Tri-X, now discontinued), 400,800, 1600, 3200, 6400, 12500, and so forth. Notice that they are not EXACT multiples of 2 but the differences are insignificant.
The higher the ISO number the more sensitive the medium is to light. That means that if you are shooting in ambient light (i.e., no flash), say, at a rock concert, you will want to use a high ISO, say, 1600. That will mean that the resulting image will appear much coarser. For film this is because the film grains are larger and so if each grain holds one unit of the image and you are now dividing the image into fewer segments, each segment will hold less information. Same principle with PPI (pixels per inch). When you resize an image for the web (usually to 72 ppi), you are dividing the image into fewer pixels.
Sometimes, for artistic reasons, you might go for a coarser image. Coarser can look gritty, like downtown shots, people in trouble, street scenes; more noise can be emotive at times. BUT, when you examine the shot perhaps in the LED or in Photoshop, be aware that it will look somewhat different when printed. The coarseness can be a problem. Here’s two shots I took of some dishes, one at ISO 6400 and the other at ISO 200.

Both shot at f/4. The IS0 6400 image was shot at 1/10 second and the ISO 200 at 1/320 sec. ISO 6400 is 5 stops from ISO 200 (i.e., from 200 you have to double the value five times to get to 6400, 200-400-800-1600-3200-6400) and you also have to double 10 five times to get to 320 (10-20-40-80-160-320). If I needed that extra speed, maybe because it was a sports’ shot, flying birds, nighttime, interior with low ambient light, you should take advantage of the higher ISO. If you keep the camera on A or P, you will never learn much about this and lose control over your picture taking.
With digital cameras, you can freely choose your ISO settings, changing it to whatever matches your needs. This is one way that digital beats out film. With film, you are much more limited. All film has an ISO rating. My Tri-X is 320 or 400, for large or medium-format film. While I can fiddle with the ISO setting either on the meter (when shooting large format) or on the camera, like the Pentax 67 where the ISO is set manually (for use by the on-camera meter), you are much more limited. Generally photographers, at least me, set the ISO a stop or so below the film rating, partly because we feel the film producers are too conservative. I shout my Tri-X 320 at 200 and I like the result. But if I try shooting 320 film at 1600 I just won’t get much of an image. Nothing will happen to the film except that I will meter for much less light. For film cameras, if you want to shoot with a high ISO you need to change film to that rating. Definitely not as convenient as for digital.
In very sunny days, I can always get away with using a low ISO on a digital camera because I know I’ll have enough light. My Beauty Salon, shot on the Lower East Side of New York, was taken on an extremely bright day. It’s a digital shot and the ISO setting was 200 (using a Rebel which can’t go to 100). With the fierce sunlight, the shutter speed was 1000, so there was no visible camera shake.
Play around with ISO settings. Try the extremes of your camera and see what the result looks like. This is especially fun for fine art photography, even still life photography.