Scraping is pulling metadata from a database of sorts for your games- so they can pull boxart, descriptions, publishers, dates etc. Its mostly just an aesthetic thing to make your files and games look neat and organised. There are two main scrapers that are used- the built in es-scraper which is part of emulationstation:
And sselphs command line scraper which many prefer as it is much faster than the built in emulation station scraper.:
But its really up to you. Some people just do without. In order to scrape games you need an active internet connection as the data comes from thegamesdb.net.