On this page of the guide to Baldurs Gate 3 you will find information about dialogues. A well-conducted conversation can, for example, allow you to avoid a fight.
You can talk to independent characters and your team mates. The lead character has no voice, but everyone else does.
A properly conducted conversation can significantly affect the turn of events. It allows you to recruit new members to the team or learn important things about the state of the world.
If a conversation is initiated before a fight, you'll have a chance to avoid it altogether. For this to happen, however, you'll need to use special dialog options linked to skill checks. Next to them, you will see the name of one of the characters on which it is based. Hover your mouse over it to see information about modifiers that affect the chances of success.
When you choose the option, the dice roll panel will appear. The dice check will be successful if you can roll a number equal or higher than the one presented by the game. Unfortunately, you can't repeat the check, so if you fail it, you'll have to fight, or reload the game (but that would be cheating!).