This problem depends on the type of paint you use and the surface you’re going to paint as well as the type of sprayer.
For thin paints, dilution is not necessary. However, with thick paints like Latex, it will be clogged with some tools if you don’t dilute it.
With thick materials such as wood and iron, you don’t need to dilute the paint. On the other hand, you should learn how to dilute in the right proportion for thinner materials.