It's extremely rare that you need to create your own ClassLoader. And genereally if you need to, you should already have a really good understanding of what the ClassLoader does.
In other words, if you're asking why you would need to create your own ClassLoader, then you don't need to create one ;)
That being said, I've also seen a ClassLoader being created for an application that dealt with cryptography. This way every time you create a java.netSocket or some kind of file/stream object, instead of using the JVM versions it would use their own special custom built classes. This way they could guarantee the that all information was encrypted and that there were no developer errors.
But it's not very common. You can go a whole Java career without ever needing to create your own custom ClassLoader. Actually if you need to create one, you should really ask if it's necessary.
