We call them compound adjectives. Sometimes when you have two (or more) adjectives before a noun they both refer to the noun. The big red boat, for example.
But sometimes the first adjective refers to the second adjective, and together they modify the noun. Black-eyed Susan, for example.
So here’s a comic to illustrate what might happen when you forget that hyphen.
Mightn’t you say that the first adjective is really an adverb? After all, don’t adverbs modify verbs, adjectives, and other adverbs? Good point. That’s why we use the hyphen, to show that two adjectives are working together. If you used an actual adverb, you wouldn’t need the hyphen. A messily ruined shirt, for example. No hyphen.