When Hashem took us out of Egypt, we stayed in a place called Sukkos. There Hashem taught us how protect ourselves from the elements, and He built shelters for us. Later, Hashem surrounded us with the Clouds of Glory. We were surrounded on all sides: the four sides, to protect us from wind and enemies; on top, to protect us from the sun; and beneath us, to protect us from scorpions and other things found in the Sinai Desert.
To thank Hashem for this, we are required to use a Sukkah every year during the Holiday of Sukkos. We must eat in a Sukkah any meal that includes certain types of foods. One should also sleep in the Sukkah, and many people do, because that is preferable according to Halachah and very commendable.However, there is a Halachic (legal) difference between eating and sleeping. It is forbidden to eat (those types of foods) outside of the Sukkah unless it happens to be raining enough to bother you while you eat, but technically it is permitted to sleep wherever you want if you can’t sleep in a sukkah for whatever reason.
A Sukkah must have at least three walls of any reasonably sturdy type, and a specific type of roofing. The roofing must be vegetation, such as sticks or branches or leaves, that are placed on the roof to give shade, but are NOT tied down in any way. In this way, when we leave our homes and eat in the Sukkah, we are showing our complete trust in Hashem.
Being inside a sukkah is our declaration of trust in Hashem. We leave our safe homes and live in sukkos that less comfortable and not as firm and stable as our houses. We put our trust entirely in Hashem.
When we use a sukkah, we must fulfill the Mitzvah of Sukkha. To fulfill that mitzvah, we must bear in mind why we use a sukkah. It is to remember and to be grateful that Hashem took us out of Egypt and protected our ancestors in the Sinai Desert.
When we enter a Sukkah, we enter quite a different type of Commandment than almost all others. Most Commandments are things we do, or say, or eat. The holiness within the Commandment therefore begins internally, as part of the actions we do with our bodies (and souls, of course). But the holiness of the Sukkah encompasses us, and penetrates us. And like all Commandments, it both protects us elevates us, and it binds us in a strong personal relationship with Hashem.