The quick answer is: sometimes! 
Your wisdom teeth, also known as third molars, are the most posterior teeth in the mouth and they erupt last. Some people have lots of room in their jaws and the third molars are able to grow into the arch and function well – in this case there is no need for removal. 
Unfortunately, a lot of the time this isn’t the case. Usually there is not enough room in the jaws for these teeth to come in. When there is not enough room, sometimes the wisdom teeth only partially erupt. Sometimes they don’t erupt at all and remain ‘impacted’ or stuck in your jaw bones. Sometimes,  they can even grow in the wrong direction – sideways, downwards, horizontal etc.  These improper eruption patterns can cause problems.