Thread tape and sealants are used to prevent threaded fittings from leaking. Using a sealant is absolutely necessary for threaded fittings as this is the only way to obtain a leak free seal. Thread tape is a quick and mess free option, but there's a proper way of applying thread tape to a fitting which can be found by watching this video. A liquid sealant is another option which is arguably more resistant against leaks, but it can make quite a mess and takes hours to dry.