Calories are listed on food packaging to indicate the amount of energy they offer but not all calories are equal. Foods, such as higher fatty food, fried foods, and processed foods, have higher calories but far less nutritional value.
Foods like fruit and vegetables, tend to have fewer calories but provide a higher more varied nutritional range which hugely benefits health.
Calories give us enough energy to be active and move around, even staying warm requires energy, and just thinking about calories requires energy. We need calories to function.