A little-known fact about a
record player (also called a
phonograph) is that it needs its own
amplifier, called a phono stage (or phono
preamp or head amp) in addition to whatever amplifier all the other gear is plugged into.
The reason that fact is relatively unknown is that when record players were ubiquitous, every amplifier and receiver had a phono input, which included the phono preamp circuit. This made the need transparent to the user. Now that the record player has all but disappeared from the home, the phono input has vanished along with the additional amplification circuitry.
Audiophiles and DJs (and really old people) form the bulk of those who use record players today. Most audiophiles know of the need for a head amp, as this was one of the aspects of the system they could tweak. In the high holy days of analog music, for those fanatic enough, you could buy a phono stage that cost as much as a good used car to match the phono cartridge and turntable combination that cost as much as a good new one. (Prices have fallen, although there are still some jaw-dropping prices out there at audio's high end.)
The reason that a record player needs a separate pre-amplifier is that the signal strength from the cartridge is so low. Remember, the cartridge generates a signal by holding a needle in the record groove and picking up needle's vibration with very fine (they have to be fine and light so as not to interfere with the needle's tracking) wires in a magnetic field generated by a very tiny magnet (the magnet is tiny for the same reason.) This tiny signal must be boosted before the system amplifier can work with it. It also provides the additional RIAA (Recording Industry Association of America) equalization needed to make the signal properly balanced and musical.
Which is why you can't just plug a turntable into any input on your amp, and if there are no phono jacks, you have to go to Radio Shack and buy a phono head amp.