Modules, also called adventures and scenarios are professionally written adventures sold for RPG game systems such as Dungeons& Dragons, Pathfinder, and Shadowrun. To review: A typical P&P game session the GM runs the players though various encounters with a combination of traps, monsters, and skill challenges. Typically this is focused on an underground lair called a Dungeon and the session is called a Dungeon Crawl. Usually the GM writes his/her own stuff, but modules are an option.
Early Modules were designed to help teach the game and fit in any game world. They had space for the players to modify the content to better fit their world. For example, the Non-Playable Character(s) (NPC singular, NPCS plural) in Keep on the Borderlands aren’t even given names, just titles like Blacksmith, Guard Captain, etc. Several classic modules were first used in game convention tournaments and challenged even experienced players.
Modules have their problems. 1st, keep in mind Sturgeon’ Law. Modules tend to railroad, forcing players to certain choices. The writers often assume the party will be the classic Fighter/Thief/Cleric/Wizard combo. If the group doesn’t have a lock-picker then the whole thing goes belly-up. From the companies’ point of view, modules are tricky. They’re smaller and cheaper than rulebooks, but only Game Masters use modules, meaning the other 75-85% of their clientele isn’t interested. Unless we have our final problem: a player reads the GM’s chosen module to discover its secrets and use Out Of Character (OOC) knowledge for an advantage. But that’s as much a real life problem as a game problem in that it involves trust/ player issues.
Nevertheless, modules do have uses. They are time-savers; if you don‘t have the opportunity to create an adventure you can just plug in a module. You can read them for insight on how the author thinks the game should go. Before I run a game for the first time, I like to pick up a cheap module and analyze what works, what doesn‘t, and how it all fits together. I call this dissecting. Finally, modules can create a sense of shared experience. I can talk to another gamer I haven‘t personally played with, but we might both have had characters survive (or not) the Tomb of Horrors and can share that.
Should you buy modules? If you want official adventures or can‘t write your own, sure. If you want free ones, you can look at self published online adventures and every yearly Free RPG Day includes small modules. They can be good learning tools and it's worth having just as back up for a game you are running.
String enough Modules together and you have the start of a Campaign setting. Stay tuned for more on that.