As of generation 3, every Pokemon has its own Ability, which is a passive effect that triggers in and sometimes out of battle. Some species of Pokemon have two Abilities, but only one will be "selected" for that Pokemon. If your Pokemon's primary Ability isn't as good as its secondary Ability, then you might consider changing it with an Ability Capsule. Changing Abilities will also come in handy if you're building a team for competitive gameplay or if you have Pokemon Scarlet & Violet's expansion pack. Although they sound rare, Ability Capsules become easier to get once you've started the postgame.