Odin is the most used and probably best software to change your smartphone ROM or firmware, root it and it helps you do pretty much everything you want with your phone. Odin 1.85 is really simple to use, but you need to be very careful when changing settings, because if you tick a wrong checkbox you can damage or even brick your device. If you don't know how to use Odin, then you need to read a guide and fortunately there are guides for virtually every smartphone on the market.
There are a few pieces of software that allow you to flash ROMs on your device, but Odin is the most used one and most rooting / updating guides teach you how to do it using Odin, so it's recommended to download it.
Please note that you only need Odin if you want to root your device or update it to a custom ROM. If you only want to update it to an official firmware, then you have to use the phone maker's own software and there are lower risks.
Updating your device is really recommended because updates come with a lot of improvements, bug fixes and more features. It's up to you if you prefer to use a custom, unofficial ROM or an official one. you can find guides to update your device here.
Rooting your device offers you a lot of advantages, but not everyone needs it. With a rooted device you have more control over it, you can install more apps that otherwise wouldn't work and can customize your phone better. Some of the changes that can be done to a rooted device include custom themes, recovery images, custom bootloaders, toolbox, boot images and more. Also you can do a full backup of your device if it is rooted. You can find guides to root your device here.
Download Odin 1.85 here.