You should definitely get a headset of your own. It's really useful if you plan to record yourself at all or use voip stuff like Skype or Ventrilo. But check online for reviews before you just buy the one you see in the store. You don't want to get a shitty one. For example: this one, which I have. It works well, but the microphone tends to pick up the sound from adjusting its position, it's heavy as fuck (puts a lot of weight on your ears since it's a behind-the-head), and the volume control dial on it is terribly made.