Graduate degrees are necessary for certain careers. Becoming a nurse practitioner, physician’s assistant, or high school guidance counselor, for example, all typically require a master’s degree. Becoming a lawyer will require a law degree, and you'll need to go to medical school to be a doctor. Going to grad school can also lead to salary increases, and open doors to a new career.
You might not want to go to graduate school if you think you can learn the skills needed to make a career switch on your own. Switching into a new career like UX design, IT, or data analysis, for example, is generally possible so long as you have the skill set required. Enrolling in online courses, or getting a professional certificate, might make more sense for you.