Are you familiar with the concept of leverage?

Using a longer lever means the moving a weight is half as hard but your arm moves twice as far?

Bicycle gearing does the same thing except with rotating motion (turning pedal, turning wheel).

In a lower numbered gear, the gear ratio is higher (meaning lets say 5 pedal turns to 1 wheel turn, where as in a higher gear it might be 2 pedal turns to 1 wheel turn).

When you are pedalling 5 pedal turns to 1 wheel turn, you aren't moving very fast. Your feet are going around and around a lot, travelling a lot of distance, but not having to push very hard on the pedals. At some point you reach your redline (to continue the car analogy) where you just can't pedal any faster. If you then shift to a higher gear, your feet will move slower and you can accelerate again. At some point you reach your maximum strength and can't pedal hard enough to move the pedals any faster. However if you are going downhill, you can get going faster in a higher gear because gravity is helping.

And if you're going UPhill, a gear which was too low will now feel just right (although you'll be moving slower, your pedalling effort will be a comfortable amount).

Basically you'll need to move over a different range of speeds/terrain to notice the advantages of multiple gears. If you go for a 5 mph test ride you won't really notice it. Try going as fast as possible, then shift to a higher gear and keep going. Also try going up a hill or incline of some sort in a particular gear, then in a lower gear. You'll start to feel the difference.