Exhaust gas recirculation systems aren’t exactly the most glamorous systems in the average car, but they do perform several very important jobs. An EGR might not help you get where you’re going any faster or looking any better, but a working one will get you there a good deal cleaner and cheaper.
An EGR valve works by recirculating used exhaust gases into your engine. These gases contain unburned fuel but very little oxygen, and they’re very hot. A hot intake charge carries less oxygen, so a working EGR system effectively makes your engine act smaller than it really is. In terms of driving, an EGR valve that’s stuck open will cause a noticeable drop in horsepower at the very least.