Shimura varieties have come up tangentially in talks with some of my advisors. My vague understanding is that they are "things that behave like moduli spaces of abelian varieties having some additional structure". I am familiar with the modular curves $X(\Gamma)$ for $\Gamma$ a congruence subgroup of $SL_2(\mathbb{Z})$, and I know they are examples of Shimura varieties. In particular $X_0(N)$ is the moduli space of elliptic curves equipped with a cyclic $N$-isogeny, etc.
I have tried to understand the Wikipedia definition of a Shimura variety, but it is pretty unintelligible to me. However, I can identify some features that are analogous to the modular curves situation, for example Wikipedia's construction involves a double coset space, similarly to constructing $X(\Gamma)$. (That said, the definition uses a lot of Lie theory and algebraic group theory, topics I am less familiar with than number theory or algebraic geometry.)
Perhaps someone could explain why Shimura varieties are important to number theory and how they fit in to problems we care about. I would really appreciate if someone could explain how the relationship between modular curves and their algebraic geometry, modular forms, and elliptic curves generalizes. Another vague intuition I have is that the modular curves are very "special", in that they have a complex-analytic-geometry interpretation too. You get this very nice, concrete realization and I would be very surprised if something similar happened if you looked at the moduli space of elliptic curves with $N$-cyclic isogeny over $\mathbb{Q}_p$, for example. How does this idea carry over when thinking about Shimura varieties? Is there a modularity theorem for Shimura varieties?
Thanks so much!