Here's why:
* Adverbs modify verbs, adjectives, or other adverbs. They tell us how, when, where, or to what extent something is done.
* Nouns name people, places, things, or ideas.
* Adjectives describe nouns.
* Verbs show action or a state of being.
In the sentence "I went to the store again," "again" modifies the verb "went" and tells us when the action happened.