The exam process improves learning and your ability to take on new information. Going through exams will make your brain adapt to being given new information and it will be able to recall facts and figures more efficiently because it is so used to doing so. Being a good learner is most definitely a good trait to have. Some legends claim that they never stop learning. If they put that much respect on this trait, then you should.
We all remember the exam period in schools. The daunting experience of entering the examination hall, finding your name on the exam desk and taking a seat with a booklet with blank paper and unknown questions. The sweaty hand palms and sickness feeling that seems to have made you forget everything that you have been revising for over the last previous few weeks (or in my case few days, I have always been a bit last minute). In all those years of school, college and university I always wondered what the main purpose was for exams. What would this stress achieve later in our lives? Luckily I am able to look into all this and finally learn that the stressful weeks truly are beneficial.