Many media educators enjoy discussing effects, and for good reason. Although a single exposure to a particular message isn't likely to change someone's opinion on any particular topic, continued exposure to media messages will help shape points of view over time.
As an example, a single exposure to a media message about the desire for expensive cars won't influence someone to purchase an expensive car, experiences multiple messages from many sources (commercials, TV shows, movies, music, newspapers) over a period of time may shape a person's opinion about expensive cars the next time they consider buying a new car.
Of course, to say the media alone is an influencing factor would be dismissing the influential power of family, friends, community leaders, and our own experiences. But imagine if our family, friends, and community leaders are shaped by the same media that shapes us, as is the case in American society. In this case, influential media messages are more easily absorbed by our subconscious thought since everyone around us believes the same thing.
Ultimately, each person decides for him/herself how to view the world, but even these decisions are shaped by media's influence. Most people don't want to fall out of the mainstream (as defined on a large scale such as American society, or on a small scale as a member of a sub-group), and so they'll make decisions that are accepted by society, a society that is influenced on a mass scale by the media.
Media and media messages can influence beliefs, attitudes, values, behaviors, and the democratic process.