It's important to cite your sources. Using someone else's idea without giving them credit is considered plagiarism and academic dishonesty. This can have serious consequences.
Fortunately, it's really easy to avoid. Cite your sources!
An important part of academic integrity is acknowledging the sources that you use to do your research. When you properly cite someone in your paper, you are acknowledging that person's ideas and work. We all like to have our work appreciated, even researchers!
Another important reason for citing is that it helps your reader understand the conclusions you are reaching in your paper because he or she can read the sources you cite. Your reader can follow your "footprints" to better understand the topic you are writing about.