Antennas are a simple thing, but they cause no end of trouble. At its most basic, you can make a working antenna from nothing more than a wire coathanger or some other piece of metal. In fact, if you stick your finger where the antenna goes, you can even act as an antenna yourself!
If you want a good picture on your TV, though (or good reception for your radio, as the case may be), you need a good quality antenna. The best antennas for home use are generally ones that are mounted on the roof, as it is much easier for them to get a good signal from up there.
If you cant get an antenna onto the roof for some reason, dont worry there are a few more alternatives to endlessly fiddling with which way the thing points. One good thing to try is a booster antenna. This is a special kind of antenna that plugs into the mains electricity, and uses the extra power to boost the signal strength that reaches your TV. Boosters are cheap and easy to use, yet can often yield a surprising leap in quality.
Another thing you might try is to use a long antenna (usually made from a long piece of wire), and put it out of a window. While hardly very nice to look at, this also...