Natural frequency or normal modes are part of everything, those are the frequencies at which something with mass (a machine, a structure, a part) can vibrate or oscillate without an external influence.
When your machine has motors an the speed (expressed in Hertz) matches those natural frequencies, the system is in danger of enter in resonance state, a catastrophic effect that can cost money and human life.
Modal frequency response help us to have a better understanding of the dynamics of our design under those normal modes, if there are going to be noise, small vibrations or resonance.
This tutorial has been done using Autodesk Nastran but the knowledge applies to any Finite Element Analysis software