Doing an internship can give you insight into what kind of job, activities or company you find interesting and help you orientate yourself on your career. You also expand your network, which can be valuable when you start looking for a job.
An internship is the best way to put into practice the knowledge and skills you have acquired during your studies so far, and to get an idea of what you want to do after your studies.
Some master's programs have a mandatory internship during the course.
If you do an internship in another EU country after your master's degree, you are eligible for an Erasmus+ grant for recent graduates.