You might not. It all depends on what’s in your water. If you’re connected to a municipal water supply, chances are good that your water has been treated with chlorine or chloramine to remove bacteria and other contaminants. Unfortunately, this type of water can dry out your skin and cause irritation, so it’s best to remove the chemicals with a filter. High levels of metal like copper and iron in your water supply may also necessitate a shower filter because they can stain your hair.