Suppose you're an outfielder and the batter pops a ball to your area. As the ball is too high for you to be able to jump and catch, you take off your glove and throw it up in the air into the path of the ball. The ball falls into the glove or is deflected. You catch the glove or ball as it comes down.
It's been years since I bought a new glove and I don't remember how I broke in the one I had when I was a kid. My youngest is playing little league so I got a new glove so we can play catch but it's pretty stiff right now.