There was a time when owning a computer meant you probably knew most or all of the instructions it could execute. Your modern PC, though, has a lot of instructions, many of them meant for specialized operating system, encryption, or digital signal processing features.
There are known undocumented instructions in a lot of x86-class CPUs, too. What’s more, these days your x86 CPU might really be a virtual machine running on a different processor, or your CPU could have a defect or a bug. Maybe you want to run sandsifter–a program that searches for erroneous or undocumented instructions. Who knows what is lurking in your CPU?