I think honestly for your first trip, you may decide not to do it. There are so many many things to see and do, and although I've been during that time before, we've never gone. We're so busy during the day anyway, that we usually aren't up for staying out too late.
It's really up to you - but I don't know if it's necessary. I do, however, really always have either a park hopper (or annual pass), as we like the flexibility to go from park to park. This is especially true if we go to the Animal Kingdom early in the day and it's a day that that park closes early. We're then free to go over to Epcot for dinner or something. We never stay all day at the MK, as it just gets a bit crowded for us sometimes. We also prefer dinner at Epcot, the Boardwalk area, or Downtown Disney. Can't get a glass of wine with dinner at MK!
It is also fun to go to one or two other resorts for dinner - to enjoy the holiday decorations! Especially the GF! Or dinner at Boma or Jiko is great (AKL).