what is X11

Read here > About X11 and OS X

Most Mac users do not need nor want X11. (as in 99.99999% do not need it).

It is most useful to individuals that use their Macs in conjunction with Unix/Linux systems, and wish to have X11 based Unix/Linux applications display their output remotely on the Mac screen (I happen to be one of those, as I developer Unix/Linux software using my iMac as my workstation to access those remote Unix/Linux systems).

There are also some Unix/Linux ported to Mac applications that use X11 as their graphic interface, and if you need to use one of those apps you would need to install X11. However, you had better really need that app, because the look and feel of the interface will not be a Mac like experience.