CrossFit is constantly varied functional movements performed at relative high intensity. You can use the functional strenth taht you gain on gym in real life situations. Lifting something off the ground, lifting it overhead, jumping, climbing, squating, etc. The coach is there to watch your technique and give you advice how to improve it. 

Olympic weightlifting lesson (movements: clean & jerk, snatch). Technique drills for oly lifts. The best two movements to improve your power, strength , speed (and also coordination, balance, mobility, and accuracy).