Before running head-first into a kernel build, you need to ask yourself if it is worth it. Administrators who compile their own kernels have the following goals in mind:
Installing the latest drivers
Using the latest kernel features ( especially with respect to networking and filesystems)
However, if you need a driver or feature, and your distribution offers a straightforward upgrade, you might opt for that instead, for several reasons:
You can make mistakes in configuring your own kernel, and your distribution probably offers a well-rounded kernel.
Compiling a new kernel takes a long time.
It's far too easy to mess up the boot loader, making your system unable to boot.
Even if you choose not to build your own kernel, though, you should still learn how boot loaders and modules work.