You absolutely should if you want to keep your content.
How to download your Twitter archive
This will give you a zip file that contains everything including images and videos YOU post. When you extract that ZIP you have a web site you can run locally with just your twitter line. There will be a file after the zip extraction called "Your archive.html". Just open that in a browser and you're done.
Thank you, will copy, save and do it, just in case.