Being a rather simple boy, here's a couple of photos that may help understand it. Recognize that each lens performs a bit differently, and to get the best results one needs to experiment with each lens to best understand how to use DOF to your best advantage in photos.
Both of these were shot with a 105mm lens, one at an f/3 and one at an f/14. Study the differences, they may make your next shot the one that you are trying for. BTW, they are both directly out of Lightroom, nothing done to them.