Dimmer wiring for 3 wire single pole
You need neutral in that box. Now.

I don't mean for your current dimmer.  I mean as of 2008?, they changed the Electrical Code to require that you pull neutral down to almost every place a switch can go.   This being a "switch loop" circuit, it must be wired -- by amazing coincidence -- exactly the way it is now. Lucky you. 

That means you must keep it that way. 

Your particular dimmer does not require neutral. Increasingly, more and more of them do.  That's because dimmers, motion sensors, lighted switches  and smart switches are capable of doing more cool stuff when they have real neutral.   Eventually I assume you'll upgrade to LEDs and experience the limitations of this dimmer, and want to change to a better one. 

In the meantime, just put a cap on it (orange or blue wire nuts are about right) and tape the cap down to the wire pretty aggressively, because wire-nuts fall off single wires very easily.  Neutral loose in that box would be a problem.