The exact same way that agile methodology encourages short, iterative bursts of work that incrementally improve your product, it also encourages iterating and improving upon the way you run sprints.
A sprint retrospective is the process agile teams go through to optimize sprints by looking back on and learning from their successes and failures.
The key part of a retrospective is asking the team what they think went wrong, what went well, and what could be done differently to improve. This checklist will give the process structure, and give you a place to record the information (and, if you like, to automatically send that information to another app like Slack or JIRA).