Why is it important to send a space probe before begining exploration somewhere?

It's just a good idea to learn as much as you can about a place before you send people there. For example, there were concerns about whether a spacecraft landing on the Moon would sink into the dust. The Surveyor probes proved that the surface was firm enough for spacecraft to land on the Moon and for people to walk on the Moon's surface. Of course, there are always some "unknowns" in this type of situation, but it's good to be as prepared as possible.