What is the point of having KNOX?
Samsung knox is, beside some device hardening, a container or dual persona solution for Android. Think of the knox container as a second completely independent instance of Android running on your phone with own apps, data and settings. It is mostly used by companies to implement bring-your-own-device solutions. However, you can also use it as a private user, but I am not really aware of any great use case for this... so you need to decide whether you want to use the container. I guess the most users can safely ignore it.