hard drive - Why so many steps in adding new disk and what do they do?

Why is it necessary to initialize, format, create a volume and a partition on a new hard drive? What are there differences? I have red on Google and most of them seem to do the same thing.

Initialize: This builds the table of contents for the drive. It's not automatic because in a repair situation it might be a bad idea.

Partition: Allocate the drive into one or more chunks. Most people do only one but you might find multiple chunks in a multi-boot situation.

Format: Create the table of contents for the volume you created.

Think of it like a root directory and subdirectory.

Partitions and volumes are the same thing, just named differently.

There's your "physical" disk which is the entire capacity. It can be "partitioned" into multiple slices that the OS sees as multiple "volumes".

You also need to format the drives with a filesystem which dictates how information is stored on the partition.

You can picture a disk like this:

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A partition would divide it, like so:

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Now I have two "volumes" that the OS will see as different drives.

A hard disk has a lot of room, and you can partition it into multiple drives, each on its own partition. When you've decided how many partitions you'd like, you need to format them for the Operating System (OS) to use. I think this is what's meant by creating a volume.
Different OSes use a different format to store data. Most commonly used are Microsoft and Linux. Each type has many versions of OS, for instance Microsoft has Windows XP, Win7, Win8, etc. Linux has Debian, Ubuntu, Red Hat, etc. So you have to format the volume with the OS you prefer. I believe this is also called initializing a disk.
Some people put one of each OS on the same disk and can switch between them. Some people use several volumes for the same OS, for instance you could make a C: and D: drive in Windows and use the C: drive for the OS files and D: for data.

Hope this helps.