How Important are Pleadings?

Sometimes, I people say in Court that it does not matter what the pleadings say as long as you are asking for relief.  I disagree with that and note that if an objection is properly made, a party should not get relief outside the pleadings.  That a look at McMurry v. Sadler, 846 So.2d 240, 244 (Miss. Ct. App. 2002).  In that case a chancellor properly dismissed a petition before any evidence was put on by anyone for failure to properly plead the test for modification.  Scary stuff and shows the importance of words.