Since you ask, you almost certainly don't need it.
If you log into another computer to run UNIX commands, you can use X11, which is an X-windows program. However, if your work on the other computer uses only text, Terminal is easier to use. So, only if you know you need X-windows, you will need X11. With the web, e-mail, file sharing, and other ways to connect to other computers, X-windows is only for very specialized uses.
I have been programming computers for 55 years, and I have never used X11, other than to just try it out.