I dont get exceptions

Most every programming language has exceptions, but I dont understand the need for them over regular error checking code. I took a Java course and we just used regular if statements to check input values from IO and it worked perfectly fine. Ive heard exceptions are not allowed in highly critical code as it makes unpredictable runtime logic. Can someone tell me what exceptions offer beyond error checking code that you could write on your own?

>>9
goto is fucking awesome.  so many times I've seen code that could be greatly simplified with just a little goto action; instead it relies on redundant (or nonexistent) error handling and cleanup, additional status variables for loop conditions, etc.