We can begin by thinking of taihenjutsu ukemi gata as rolling and landing correctly on the ground to protect the body. Learning how to fall and not get hurt is an important skill that you will learn, and need to master in training. From a “dojo” perspective good rolling is important so you do not get hurt in practice, and so that you can develop sufficient ukemi skills to be able to receive advanced training.
When talking about a self defense perspective, ukemi skills are important for blending and going with what your attacker throws at you. In this situation, your skills switch from survival to protection. Good ukemi also helps to develop fudoshin (immovable spirit) and helps to build courage. Being taken down and thrown around can be very scary, but if you know that you have the skills and confidence to land safely what is there to be afraid of?
In the beginning rolling should be practiced in an open area on a padded or carpeted area to allow you some leeway for mistakes. Later as your skill develops you will want to move on to “natural” ukemi by practicing outdoors and in different environments. Don’t forget practicing ukemi in the dark or blindfolded for times when your sight may be removed.