Header tags are used to introduce new paragraphs and/or pages. Keyword phrases that appear in Header tags are given more value by the Search Engines than regular text.
Header tags come in six default sizes, that run from biggest to smallest:
If you use header tags, place them within your document in their numerical order (because this is how they are supposed to be used). In other words, you would use an tag before an tag, etc. If you use them in a different order the Search Engines may think that you are trying to manipulate your Search Engine ranking and might devalue their use on your page.
Also, don’t put all of your text inside of a heading tag. That is a misuse of the tag, that could hurt your Search Engine rankings. Not to mention it’s just bad use of HTML.
Used properly header tags can help your Search Engine rankings for the keywords placed inside of them.