Should you is nearly a philosophical question, so for the moment I'll just assume you kind of want to. I strongly recommend The Linux Phrasebook if you regularly use Linux. If you use OSX, you might take a look at Peepcode's screencasts on the command line[2]. (Much of The Linux Phrasebook actually applies to OSX as well, but there will be occasional issues because Linux uses GNU versions of things that Mac uses BSD versions of. This can cause lots of small differences, though the underlying basics are pretty similar.)
[1] http://opensource.weblogsinc.com/2006/06/20/my-new-book-linu...