Use of a screen protector is largely personal choice - but there are considerations.
iPad screens are robust, but the anti-reflection treatment and oleophobic coating can be easily damaged by tiny grit/dust particles that are unavoidable in many environments. The oleophobic coating is a chemical sacrificial layer that will wear-out over time.
Your iPad screen is the single most expensive component of your iPad - whereas a screen protector is sacrificial layer that, if damaged, is easy and relatively cheap to replace.
If using an Apple Pencil, consider that while the Pencil has a soft tip that is intended to protect the screen from damage, basic material science tells us that a hard abrasive material (such as grit), will embed in the softer of two materials. Once embedded, the very hard material can be repeatedly dragged across the screen - and cause damage.
A fingertip can easily “feel” grit an other abrasive contaminants - which you will instinctively not drag across the screen. When using a pencil, you cannot directly feel potentially damaging surface contamination.
The use of a screen protector is a matter of personal choice. Armed with an understanding of “how” a screen can be damaged will help you to make an informed decision.
Zagg and OtterBox are amongst the better manufacturers of screen protectors - with good reputation. Always choose a screen protector from a well known brand - choosing a screen protector that is specifically designed for your iPad model.
Some users comment that a glass screen protector makes the screen very slippery when using the Apple Pencil. The alternative is a matt/textured film screen protector - but these have two principal disadvantages.
1) The textured film reduces clarity and contrast
2) Accelerated wear of the Pencil tip, necessitating frequent tip replacement.
Good quality tempered glass screen protectors from reputable manufacturers, that are designed for your iPad, will have absolutely no impact upon sensitivity of the screen or usability of an Apple Pencil. By contrast, cheap “generic” screen protectors of any type, whether glass or film, can cause problems. The good options often include a money back guarantee.