Behaviors are just a fancy way of saying things or interactions that will happen in the game. Breaking down these actions or reactions in this way helps to componentize how we think our game will work. Stopping and thinking about this from the very beginning means we won't get too many surprises later on. (There are always surprises after a good night's sleep.)
For example, behaviors can take the following forms:
Attacking another entity
Taking damage
Collecting the loot, which could be money or items
Teleporting to another land
It is also important to note that visual effects as the result of a behavior or action are different to those that affect the characteristics of the game's object. You may have a visual representation as the result of a behavior or action (for example, a particle effect when taking damage or the character swinging their sword to attack), but in Unity especially, you have to keep these separate. We will cover more on this later.