I doubt than any application "requires" a gas lens. However, many applications can benefit from the use of one. And using one usually won't hurt anything. The only down sides I can think of are the standard gas lens costs a little more than the equivalent collet body and sometimes the torch won't fit where it would with a simple collet body. Also, the lens can get clogged up from spatter under some circumstances.
A gas lens is simply a device that reduces turbulence in the shielding gas flow. Reducing turbulence reduces the chance of picking up nitrogen, oxygen or hydrogen from the surrounding atmosphere and contaminating the weld.
Typically, you will need an appropriate gas lens for your model of TIG torch, the appropriate gasket or insulator, the matching collet, and matching cups. You can find out which parts are appropriate for your torch by visiting the web site of the manufacturer of your torch and checking out the literature for the model of torch you have. They typically have exploded drawings of each model of torch and tables with all of the appropriate parts.
Gas lenses come in different sizes. Standard size lenses are good for most applications. If you are welding a reactive metal such as titanium, unless you are welding in a purge chamber of using a trailing shield, you will probably want to get the largest gas lens that will fit your torch to help ensure that the weld metal and surrounding base metal stay shielded until they cool down sufficiently. There are special very large ones made for this type of application.
FWIW, yes, there is a lot of great info being presented in this group. There is also a lot of misinformation being presented here as fact. You would be well advised to take anything you read here with a grain of salt and do some additional research before relying on it.