When should I use dependency in useEffect in react?

Question

import { useEffect, useState } from "react";
const useItems = () => {
    const [items, setItems] = useState([]);
    const [change, setChanges] = useState('hello');




    useEffect(() =>{
        fetch('http://localhost:5000/items')
        .then(res => res.json())
        .then(data => setItems(data))
    }, [change]) 

    return [items, setItems];
}

export default useItems;

In this code I can see dependency, I don't know why they used useEffect dependency.