This will give you the right keyboard settings, time settings and location for installing other software from the nearest repos. Don't leave devices on your network vulnerable by leaving the default passwords on your RPi for the pi and root users.
You don't have to do this but there are a couple of things that you should do: This will bring up the raspi-config interface an allow you to configure other options your Raspberry PI. You can now configure other options for your Pi. When your Raspberry Pi has successfully connected to your Wifi you should see the Wifi symbol in the menu bar in the upper right corner of the screen for the Raspberry Pi.
