Simply: Do the protections against someone taking your computer and installing a malicious program before/as your OS, or a program that has attained root on your machine and installs itself before/as your OS, matter enough to you to justify the increased risk of being locked out of your machine and the effort to set it up and understand it.
If you don't understand and don't want to put in the effort to, then my advice would be to leave it off. Its simple, and the likelihood it saves you is probably very miniscule.