The short answer is yes - it will greatly improve your experience. If you have purchased one pre-built, we will calibrate it for you so it should be ready to go, but variables such as environment and locate can introduce changes; temperature in particular. Your device may benefit from periodic re-calibration, but it should not need to be a regular activity.
The calibration differs slightly depending upon the type of device you are using. Please follow the instructions in the user guide for your particularly version - available for download in the Downloads section of the website.