A good quality brush will hold plenty of soap and water, creating a thick moist lather on your face that will help the blade glide over your skin giving a close, comfortable shave.
Brushes are either made of synthetic or natural bristles or a combination of both. The natural bristle brushes are superior in their ability to hold more soap and water than the cheaper synthetic brushes, and are usually made of either boar or badger hair. More soap and water in the brush means a thicker, moister lather and a smoother, more comfortable shave.
Shaving soaps, as opposed to shaving creams and gels that come in an aerosol can, are made for use with shaving brushes. They rely on the bristles to pick up the soap and work it into a lather either in a shaving mug or bowl, or directly onto the face.