Motion blur is used to mimic the effect of a physical camera (and the human eye). Rapid movement will appear streaked over a single exposure (or frame) depending on the shutter speed. A slower shutter speed results in a longer exposure resulting in a blurrier image.
In computer animation, a lack of motion blur can result in fast moving objects appearing stepped or staggered. You can prevent this by adding motion blur.
To enable Motion Blur on a Shape you need to do two things:
Enable Motion Blur on the Shape. This can be done via the Attribute Editor. Load your Shape's UI and check Motion Blur under the Shape tab.
There are further options available in the Composition Settings window to fine tune how Motion Blur behaves.