If your goal is to lose weight (or gain weight), yes it's important. It is very easy to underestimate the amount of calories we consume each day. Underestimating by 300 calories per day would total 9,000 calories in one month. That 9,000 calories would equate to approximately 2.5 pounds!
Calorie tracking can be a great way to help keep yourself on course and if you track as you go through your day (rather than wait until the end of the day) you have the chance to make any necessary corrections to still stay within your daily goal.