Progressive Overload
TL;DR
something.
Most people waste a lot of their time in the gym and see precious few gains because they do not utilise progressive overload. This classic article by Martin Berkhan on fuckarounditis tells you all you need to know.
To progressively overload simply add weight to the bar or machine, or use heavier dumbbells, if you are able to complete all your sets for an exercise. Stop adding weight when you can't. Rinse and repeat.
Yes, this means all your sets are nearly always going to be hard because you'll nearly always be Training to Failure.