Management Data Warehouse Database
I don't think it's our place to make the decision of you needing MDW or not. Only you and your team with your knowledge of your environments can make that decision, but if you're not using it then I would try to find out who installed it, for what reason and if that reason is still valid.

If you do decide to remove it, be aware there are some 'problems' with the uninstall. See this Connect item for all the pain people have suffered over the years with the uninstall.

You've tagged 2008 R2 and 2014, so the version of SQL Server that MDW is installed on will decide how many issues you will encounter when trying to remove MDW. 2012 added 3 stored procedures to help the process but even they don't quite remove everything. This TechNet post covers the problem and this post covers the solution for 2008 and 2012.