Every system has a magnitude response and a phase response. To change phase, you will have to design a system with your desired phase response. Filters that change only phase, but maintains magnitude are known as all-pass filters, or phase shifters.
Once you can control phase, you could encode a signal's information in it's phase, then known as PSK modulation. Or tweaking a system's phase response can give you better performance, as in lead/lag compensators.
Sometimes, when a signal passes from point A to B through an unknown system, and hence an unknown phase response, it is desired to maintain a common reference phase. This is known as synchronization and it's where all your PLLs come in.
I guess at this point of time, all you need to be clear of is the meaning of phase. All it's implications and applications will present themselves as you delve into the other topics.