On a standard tripod, the lens' optical center moves with each shot, causing Parallax Errors. In the left-hand shot, the white pole in the background is directly behind the dark pole in the foreground.
In the right hand shot, rotating the camera a few degrees has caused a parallax shift and the poles are no longer in line. When panorama software faces problems like this it often can't join photos seamlessly.

Closer foreground objects and/or more distant backgrounds cause comparatively greater discrepancies than shown in this example. (And usually more of them...)

With a panoramic head or jig, the camera can be made to rotate around its optical center point, so every photo aligns seamlessly with the next one.

The farther away from the lens your subjects are, the less obvious parallax errors are so if you're shooting without one, try to compose photos without close forground objects in them.