I must play in column 3 to block my opponent from winning. X currently has 3 pieces in a row horizontally in row 3 (columns 1, 2, and 3). If I don't block column 3, my opponent will play there on their next turn and win by connecting 4 in a row. This is a defensive move that prevents an immediate loss. Additionally, playing in column 3 starts to build my own position in the center of the board, which could help create future winning opportunities.