EGR valves take some of the spent exhaust charge and puts it back into your intake. It does this when the engine is warmed up and the ECU tells it to put some spent exhaust into the intake. The reason it does it when it is warmed up is to make the next combustions cooler by diluting the fresh fuel charges with the exhaust. This reduces pinging and even backfiring in an engine that might otherwise get too hot and do that. So do you need it? Hell no, **** that ****. Its taking away from performance. Run higher octane fuel if youre worried about pinging/detonating. Do you need a tune tho? If you have to ask, its usually a yes lol. The ECU will be telling the EGR to send exhaust in to dilute the air in the mixture, but the EGR wont be doing that, but the ECU will still send less fuel in to compensate for having less oxygen in the mixture, potentially. And that would cause a lean condition.