Dialogue is a significant part of that whole “show don’t tell” thing we all hear about. It’s also quicker to have a character say in a few lines what might take you half a page of exposition to lay out for your reader. That said, you want to be sure your characters are saying things that are in keeping with their expected vocabulary, speech patterns, the situation they’re in at the moment, etc. You also probably want to avoid having them ramble on for long, unbroken paragraphs (unless of course that’s in keeping with who they are.) Take a look at these articles and think about how you’re currently using dialogue, and how you might use it differently.