I was messing around with blender and hit Shift+F and a little cross hair thingy popped and then I hit G and it was like I was playing some first person game what is the purpose.
It is called "FLY Mode"
It is just another way to animate your camera. Like if you wanted to "fly" through a city.
Fly Mode -> Reference
Mode: All modes
Menu: View ‣ View Navigation ‣ Fly Navigation
On activation the mouse pointer will move at the center of the view, and a squared marker will appear – a sort of HUD...
Some of the options of Fly mode are influenced by the position of the mouse pointer relative to the center of the view itself, and the squared marker around this center provides a sort of “safe region” where you can place the mouse for it to have no effect on the view. The more you take the mouse pointer away from the marker, the more you pan, or track, etc.
Move the mouse left/right to pan the view left/right or move it up/down to tilt the view up/down.
Move the view forward/backward: - WheelUp or NumpadPlus to accelerate the movement forward. - WheelDown or to NumpadMinus to accelerate the movement backward.
So if the view is already moving forward, WheelDown, NumpadMinus will eventually stop it and then move it backward, etc.
Drag the MMB to dolly. In this case the view can move laterally on its local axis at the moment you drag the mouse – quite obviously, dragging left/right/up/down makes the view dolly on the left/right/up/down respectively.
When you are happy with the new view, click LMB to confirm. In case you want to go back from where you started, press Esc or RMB, as usual.