Many sites have built in HUDs already. Some are more reliable than others. I would recommend having one if you plan to play seriously right from the start. It is definitely not necessary for a recreational player just starting and learning the game, but it does reveal information about your opponent that you may otherwise not remember or not have made a note of.
I found a HUD really helpful for analyzing my game and figuring out my leaks. I consider it to be a learning tool similar to a poker book. I landed on using PokerTracker.
But it is really most helpful after you have thousands of hands. And some sites no longer support the HUD that I use. My suggestion is to see what HUDs work for the sites you play at regularly and then try out a free demo. You have to do your own calculation if you play enough that the investment in a HUD is worth the price.