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It is important to floss before brushing teeth and to floss at least once a day. Tooth brushing will not clean food that is packed between teeth. This 'food packing' can lead to unhealthy teeth and gums. Bacteria grow in this 'packed food' between teeth. These bacteria cause the surface of teeth (enamel) to break down. Then the teeth and gums and sometimes even the jaw can become seriously diseased.
Dental floss can do most things that a toothpick can do but dental floss is much thinner than a toothpick and can thus get to places that most toothpicks cannot reach. So floss presumably does a better job at getting bits of food out from between the teeth, relieving discomfort and pain quicker.
When a person first starts flossing, bleeding can happen. This is normal and happens because teeth and gums that are not flossed are less healthy. It will stop as the teeth and gums get healthier with flossing.