RAID is there for users who wish to make use of their hard drives a certain way. Whether or not it is good, is up to you whether or not you need RAID in general.
Currently, there are several RAID configurations you can do, depending on how many drives your system supports.
RAID 0 - Striping - Basically, good for performance, where you could effectively multiply your disk access time. This also means you have a lot of space. The downside of it, if one drive fails, you lose your RAID due to 1/N of your data is on that failed drive and there is nothing for it to recover from it.
RAID 1 - Mirroring - This basically takes 2 disks, 1 disk being the 'master' the 2nd being the mirror of it. It is good for situations where you don't want your system to be down a long time, as the RAID will mirror data from one disk to another and if one fails, the other takes over. This is generally good if you can't afford too much down time, but it is cheaper just to do a system image to an external disk.
RAID 5 - Striping with Parity - Generally the recommended way for people who want as much disk space + redundancy. Normally, you see this with servers as you need a lot of disk space and have hot swappable bays. Similar to RAID 0, except you need a minimum of 3 disks. Data is 'striped' on 2 of the 3 disks, and on the 3rd disk, a parity for that data is put on it. The parity rotates around on the 3 disks, so if one disk fails, the parity on the other two disks can recombine to make up for the data lost on the other disk. This method is best when you are dealing with needing always up and having a need for lots of data.
For a desktop user, you would be looking at those 3 conventions of RAID, although more than likely, you would use RAID 5 for your data and use a single drive for your OS.
The message you see when you start up is just the BIOS stating if you want to configure the RAID, you do this. for the most part, since you got your system already running, ignore the message. If you were to change any of those settings, there is a chance you will wipe and need to reinstall your OS.
