The chief advantage of using a heat pump is energy efficiency since, instead of burning fuel or wasting energy to create heat in the winter months, the heat pump simply moves heat from place to place. It also produces heat without drying out the air.
A heat pump is essentially a reversible air conditioner. During the summer months, it uses coolant to absorb heat from indoor air and pumps it outside. During the winter months, it absorbs heat from outside and releases it indoors. However, extremely low temperatures can leave a heat pump struggling to carry heat indoors, so in colder climates, many units transfer heat to and from the ground instead of the ambient air.