In this context, reviewing the field means becoming familiar with the existing scholarship on a problem and summarizing or analyzing it before putting forth one's own ideas.
The first reason for doing this has to do with beginning to think about your potential audience. Although as a student you write for professors who are paid to read your work whether they find it interesting or not, once you graduate, you are writing for people who have no obligation to read what you have to say. You will need to convince an audience that your work is worth reading.
Given that many sociologists have written about your general topic, there is no reason for someone to read your writing unless you can show that you are adding something original to the existing body of scholarship. If you have not read the existing scholarship, an idea that might strike you as interesting and original may already have been thoroughly discussed and either proven or disproven.
By reviewing existing scholarship, you can find good topics to write about by either find a small gap in existing scholarship and offering to fill it or arguing that some new type of evidence shows that an existing theory needs to be updated or corrected. By situating your research within the field this way, you communicate to your audience why your work is worth their time.