Modal verbs in English serve to indicate likelihood, possibility, obligation and more. The most common examples of modal verbs include can, may, must, will and shall.
Must is the one indicating an obligation or a necessity to do something:
I must wake up early to catch a morning train.
We must understand the difference between “there” and “their” to be better English speakers.
However, we could also say:
I have to wake up early to catch a morning train.
We have to understand the difference between “there” and “their” to be better English speakers.