Connection-oriented protocols such as TCP are like person-to-person phone calls. You connect only if the person you're calling answers the phone. If you need to review an important document (e.g., a contract), you probably want to use this type of connection.
Connectionless protocols such as UDP are like person-to—answering machine communications. You don't know whether the person you're calling is there, so you just leave a message on the machine. You have no way of knowing whether the person received the message. If you need to retrieve relatively unimportant information (e.g., a phone number) and you can wait for it until the person can call you back, you would probably use this type of connection.