H tags are your "heading tags". They are normally used before your content (H1) as the title. (H2-H6) tags can be used as sub headings through out your content, or website. You can use CSS to change the look and positioning of these tags. Search engines take into consideration the keywords you use in your H tags and weigh them heavier then that of regular text on your site because the heading describes what you are about to discuss. People try and use CSS to have the font size of the H tags smaller and use those tags for all of there content on the site. I would suggest not doing this as it will raise a red flag with the search engines.
H tag are use to structure content and not plug keywords. If your content is well structured, you will have the proper keywords in your H tag.