How much nutritional bang are you getting for the calories you take in?
The term "empty calories" refers to calories that have no nutritional value aside from providing energy. Not that energy is anything to sneeze at -- but if you're watching your weight and making food choices based on the number of calories, you might as well get as many "bonus" nutrients as you can -- protein, vitamins, minerals, and so on -- from the foods you choose.
Easy example: compare a cup of milk to a can of (non-diet) soda or a glass of wine. They all provide about 130 calories of energy. But only the milk provides calcium, protein and other nutrients. The soda and wine have sugar or alcohol, but little else that nourishes your body.
The bottom line: eating well means you combat cravings -- that results in healthier eating habits over time.