The insights tab will give you key information that can help you understand the issue better. For example, it may give you information such as the issue is occurring in "Checkout Only" or that it is a "First Party" issue:
There is many more insights that the insights tab can provide, depending on your issue. What this tab is trying to do is break down key metrics that will be useful to solve your issue. Knowing that an issue occurs only at checkout can narrow down the focus of someone trying to solve the issue, for example.
A list of all Insights can be found here: