As children we learn to speak our mother tongue long before we can read and write or understand how grammar works. We learn by listening and imitating and by repeating what we hear.
This is also how we learn when we join a language class that teaches mainly through conversation, we listen and repeat and we grow.
Grammar is obviously an important factor in any language, but the primary objective of language is to communicate, it's not to be grammatically correct. We first learn to speak and to be understood and to communicate and then the grammar will start to take care of itself.
Another very important benefit of a conversation class is that it helps us to build confidence in our own ability to speak in our new language. So often we have learned enough vocabulary in order to have basic conversations, but because we lack the confidence to speak to our neighbours and the folks in the shops or the waiters in the restaurants we never progress beyond our basic speaking abilities. This inability to speak will eventually lead to us losing enthusiasm and we give up altogether.
Now we get to the main reason why conversation classes work so well - because they're fun! Hands up everybody who's spent a few weeks in a language class and all you've done is grammar, grammar and some more grammar. It's boring and after a month or two of dragging ourselves to the class and constantly feeling guilty for not having done our homework we eventually just stop going. Wouldn't we all rather want to go to class and spend a couple of hours chatting and laughing and enjoying ourselves? Definitely.
So there it is. Conversation classes are enjoyable and they work. So what's holding you back from learning Spanish? Go join a class and rule the world.