You don't have to double cleanse twice a day, but it's imperative at night to ensure nothing pore-clogging or irritating is left on your skin while you sleep. Start with an oil-based cleanser to melt away makeup and sunscreen. Follow with a water-based cleanser to pick up any leftover residue. This completes your double cleansing!
For more, read this post on what five weeks of double cleansing can do for the skin.