compliling yoru own custom kernel seems to be an important thing around here, but I do not understand why is it so important?
how can you benefit from doing so?
or is it just a way to optimize your system so it runs smoother?

You can take unnecessary stuff out of the kernel to make it boot faster or add special support if you have hardware that needs it. As an example, I had to recompile my kernel to get ethertap support so that my user mode Linux virtual systems could get their own IPs and connect to the network through my ethernet cartd. As another example, I compiled a kernel on one system that was to be used as a router to have some advanced networking features enabled.

But if your distro's kernel provides you with everything you need, and you don't want to be bothered, then there's no real reason for you to compile your own kernel.

take a look at you .config file

it is hidden so un-hide it to read.............most default kernel installs
for intel machines use the 386 designation for your processor........
re-compile that dude with YOUR read chip........P3, P4, Celeron, etc.....
enable/disable stuff you need or don't need............
you can choose different networking modules, support for a zip drive......
telephony support......kernel hacking/debugging.........read that config file and you will see..........ALSO read what is in the Documentation directory that is in your kernel source.........it is 5+ megs of text info about the kernel and what it can and cannot do and how to configure it for what you want to do with your system..........

Kernel compiles can be tricky at first. There's a huge number of options available and you really aren't given enough info to know which ones you need and don't need. I had to go through about a dozen recompiles the first time I tried it. Took me about 3 days to get a kernel I could be happy with. Now my system boots much faster and is probably a bit more stable. But I probably still have a lot of useless junk loading it up. Eventually I'll go back and discover what everything actually does and really strip it down to a lean system.

My sound card wasn't supported by the default Debian kernel, so that really motivated me to learn how to it. But even if I hadn't needed it I'm sure I would eventually start doing it anyway, because one of the best reasons to recompile your own kernel is simply "because you can". Is is possible to create a custom Windows system suited specifically to your needs? No need to answer that. With Linux you have the power to make your system your own in a way that just can't be done with proprietary software. I, for one, just love having that ability. More power to the people, Yeah, Baby!