@Zikato The most common is with date/time string literals. Also important for converting hexadecimal strings.
For example, people can be surprised when trying to create an indexed view or computed column using a string date/time literal. Without CONVERT with a style you can get errors like:
> Msg 10139, Level 16, State 1 Cannot create index on view %s because the view uses an implicit conversion from string to datetime or smalldatetime. Use an explicit CONVERT with a deterministic style value.
After a while debugging stupid error messages due to a lack of coder precision, one learns to always use CONVERT with the right style parameter.