I agree with Marcobrau, secondary fermentation is only really necessary if you plan to keep the beer in the secondary fermenter for at least two weeks. Then, it is great.
The idea behind using a secondary fermenter is to move the beer off the spent yeast cells in order to avoid "off flavors" caused by the yeast autolization. This is only necessary if you plan to allow the beer to sit in the fermenter to further clarify. Use of a secondary fermenter can give a cleaner tasting, clearer beer because more of the suspended solids in the liquid have time to settle out.
If you are just beginning, this is not really necessary. However, you should try it with your next brew. In my opinion it is one of the biggest improvements you can make in the flavor of your beer.