Statistical mechanics connects microstates to macrostates through probability distributions. Its microcanonical ensemble, canonical ensemble and grand canonical ensemble specify different constraints on exchanges with the surroundings. An ensemble average describes repeated preparations under those constraints; it need not be the value in every individual preparation.
This makes the subject useful whenever tracking every microscopic detail would obscure the question being asked. To predict a heat capacity, we need how the expected value of energy changes with temperature, rather than a record of every unit's state. The partition function packages that calculation into one reusable object.
In his 1902 book, J. Willard Gibbs systematically developed the canonical ensemble. His preface contrasts following one system through time with studying a collection of systems with different microscopic conditions. Chapter IV defines the canonical ensemble through an exponential function of energy and establishes its normalization. This supplied a general strategy for predicting collective measurements by averaging over possible microscopic conditions, with the partition function organizing the calculation. [ref] [ref]

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Statistical mechanics is a branch of theoretical physics that connects the microscopic properties of individual atoms and molecules to the macroscopic properties of materials and systems. It provides a framework for understanding thermodynamics in terms of the behavior of large numbers of particles, allowing for predictions about bulk properties based on the statistical behavior of microscopic states.