Ambiguity can be frustrating in real life. Does he like you or not? Are you grounded, or what? When a situation has more than one possible meaning or lacks clarity, things can get messy. And that's just what ambiguity is—a lack of clarity, of definite answers.
In literature, authors purposely make use of ambiguity to make their writing complex, interesting, and even true to life. After all, talking about literature is much more fun when there's room for different interpretations. If we all agreed, we'd spend our class periods sitting silently, staring at the wall. No fun.
The short story "Hills Like White Elephants" by Ernest Hemingway is notoriously ambiguous. What exactly is the couple talking about? What will happen to them? The fact that we don't know everything about the characters pulls us into the story and drives us to dig deeper, push harder, and get more out of the whole shebang.