You don't have to sift your flour always but you'd do yourself a lot of good by sifting It. Sifting your flour allows you a finer mixture while doing your dough and other kinds of combination. Sifting flour helps to remove bugs, shaft, debris, stones and other contaminants that you wouldn't want to see in your finished product. I often encounter such when I buy flour from open markets. Sifting your flour gives you a more accurate measurement as some times, unsifted flour is more clumped together and dense hence when you measure, it may be more than you really need. When you sift, it aerates the flour, makes it lighter and gives you a fluffy mixture.