Great question -- you are right that your code will work just fine without it, and you don't need to use a main() function.
We are just introducing this concept of functions here, because later as the programs get larger it will be useful to split big programs into multiple smaller procedures, so main() would just be one function among many. (And it's traditional to name the main/primary function "main()").
For example, in the graphics lab, we could have made a separate function called "drawHat()" for drawing the hat, and another one called drawFace() for drawing the eyes & mouth...