The internal energy U might be thought of as the energy required to create a system in the absence of changes in temperature or volume. But if the system is created in an environment of temperature T, then some of the energy can be obtained by spontaneous heat transfer from the environment to the system. The amount of this spontaneous energy transfer is TS where S is the final entropy of the system. In that case, you don't have to put in as much energy. Note that if a more disordered (higher entropy) final state is created, less work is required to create the system. The Helmholtz free energy is then a measure of the amount of energy you have to put in to create a system once the spontaneous energy transfer to the sytem from the environment is accounted for.