The most appropriate answer will depend on why you are working through a book on Riemann surfaces and algebraic curves, but I will try to give some suggestions.
Since you mention Riemann surfaces, let's start with some analogy with smooth manifolds. The Whitney embedding theorem says that any smooth manifold can be embedded in $\mathbb{R}^N$ for $N$ sufficiently large, so we can always think of a smooth manifold as a submanifold of $\mathbb{R}^N$. This occasionally helps with intuition and visualization, and can simplify some constructions.
In the case of complex manifolds (e.g. Riemann surfaces), you might ask whether the same holds true holomorphically, i.e. whether any complex manifold can be holomorphically embedded in $\mathbb{C}^N$ for $N$ sufficiently large. It turns out that usually the answer is no. It is an easy consequence of the Liouville theorem that no compact complex manifold is a complex submanifold of $\mathbb{C}^N$. If you only care about compact complex manifolds, then $\mathbb{CP}^N$ turns out to be the best possible (see e.g. the Kodaira embedding theorem, which characterizes which compact complex manifolds are complex submanifolds of $\mathbb{CP}^N$).
If your motivation is the study of solutions to polynomial equations, then as mentioned in other answers and comments, projective spaces are the appropriate completions of affine space that allow as many solutions as possible, allowing various formulas (e.g. couting intersections) work without additional qualification.
About visualization: for curves in $\mathbb{CP}^2$, first take some affine chart $\mathbb{C}^2 \subset \mathbb{CP}^2$, and then look at the intersection with some "real slice" $\mathbb{R}^2 \subset \mathbb{C}^2$. For example if we look at the curve in $\mathbb{CP}^2$ given by the zero set of $x^2-yz$, by working on the affine chart $z\neq0$ this becomes $y = x^2$ on $\mathbb{C}^2$, and if we restrict to real $x,y$ we get a parabola.
Schemes play an enormous role in all the modern theory of elliptic curves, and have done so ever since Mazur and Tate proved their theorem that no elliptic curve over $\mathbb Q$ can have a 13-torsion point defined over $\mathbb Q$.
For some additional explanation, you could look at this answer. But bear in mind that theorems on the classification of torsion, while fantastic, are just a tiny part of the theory of elliptic curves, and a tiny part of how schemes are involved. One of the most important theorems about elliptic curves is the modularity theorem, proved by Wiles, Taylor, et. al. twenty or so years ago, which implies FLT. These arguments also depend heavily on modern algebraic geometry.
Also, the proof of the Sato--Tate conjecture.
Also, all current progress on the BSD conjecture.
The underlying point is the the theory of elliptic curves is one of the central topics in modern number theory, and the methods of scheme-theoretic alg. geom. are among the central tools of modern number theory. So certainly they are applied to the theory of elliptic curves
On the other hand, you won't find it so easy to synthesize your reading on the arithmetic of elliptic curves and your reading of scheme theory. For example, even Silverman's (first) book, which is quite a bit more advanced than Silverman--Tate, doesn't use schemes. Some of the arguments can be clarified by using schemes, but it takes a bit of sophistication to see how to do this, or even where such clarification is possible or useful.
Hartshorne has a discussion of elliptic curves in Ch. IV, but it doesn't touch on the number theoretic aspects of the theory; indeed, Hartshorne's book doesn't make it at all clear how scheme-theoretic techniques are to be applied in number theory.
With my own students, one exercise I give them to get them to see how make scheme-theoretic arguments and use them to study elliptic curves is the following:
Let $E$ be an elliptic curve over $\mathbb Q$ with good or multiplicative reduction at $p$; then prove that reduction mod $p$ map from the endomorphisms of $E$ over $\overline{\mathbb Q}$ to the endomorphisms of the reduction of $E$ mod $p$ over $\overline{\mathbb F}$ is injective.
The proof isn't that difficult, but requires some amount of sophistication to discover, if you haven't seen this sort of thing before.
Finally:
None of the results on torsion on elliptic curves over $\mathbb Q$, or modularity, or Sato--Tate, or BSD, will be accessible to you in the time-frame of your masters (I would guess); any one of them takes an enormous amount of time and effort to learn (a strong Ph.D. student working on elliptic curves might typically learn some aspects of one of them over the entirety of their time as a student). I don't mean to be discouraging --- I just want to say that it will take time, patience, and also a good advisor, if you want to learn how schemes are applied to the theory of elliptic curves, or any other part of modern number theory.
Best Answer
It's not an unreasonable attitude to take that one doesn't care very much about complete non-projective varieties. For example, complete curves and surfaces are automatically projective.
However, it is often easier to prove that a scheme is complete than that it is projective -- for instance, if we only have a description of the scheme via its functor-of-points.
Another advantage is that the definition of a projective scheme (or projective morphism) involves extraneous choices (it involves embedding in $\mathbb{P}^n$ for some $n$) whereas the definition of a complete scheme (or more generally, proper morphism) does not.
This question on mathoverflow also gives an example of a more natural flavor than Hironaka's classical example, where they arise in higher-dimensional geometry: https://mathoverflow.net/questions/111504/do-complete-non-projective-varieties-arise-in-nature