Imagine you are in a foreign country. You can't speak or read the language. The people seem nice enough, but you have no idea what "good manners" are in their culture.  Sometimes they seem to be just delighted with you. But other times, they become stern and even angry at you, but you have no idea why. Sometimes you manage to figure out what they like and don't like about your manners, but a lot of the time you are confused. A stressful way to live, you'd say. That's a lot of what life can be like for an "untrained" dog.

Just like us, dogs like being praised for doing the right thing. But they need to know what the right thing is. Obedience school is a great way to help you and your dog speak the same language.
Benefits include:

Your dog will gain confidence both in you and in himself
You and your dog know each other better, and bond more closely
Obedience workouts are fun for your dog

You can train your dog on your own, but a class helps you to focus on the training regularly, and can provide helpful tips and info.

A number of organizations offer obedience classes, including dog clubs, PETsMART, private dog training businesses, and veterinary clinics.  For additional references, check with your vet or folks you know who've taken their dogs to obedience school.

If either you or your dog are uncomfortable with an obedience class, change to another instructor or another organization.

The important thing is to find a class that works for you and your dog, and stick with it!