A study Bible is a unique and useful tool for students of the Scriptures. It really is several tools compiled into one. Think of it as a convenience store for Christians. Typically, most study Bibles include notes throughout the chapters that give insight into the meaning or they connect the current passage with another section of Scripture that addresses the same topic.
Additionally, many study Bibles give cross references, definitions, descriptions, and even background and context for each book of the Bible. Such information is important to our understanding of the Word, and it is convenient to have that written out at the beginning of each book.
Keep in mind that a study Bible’s notes are written by humans. As such, they are not inspired and therefore not infallible. Only the words that the Holy Spirit inspired are perfect. Be careful of trusting a man above God! But still, when coming from a trusted Bible scholar - typically a pastor - the notes can be very helpful.