To someone who has previously spent most of their computer life using a Mac of Windows PC, Linux originally seems like a perhaps strange beast. With its roots in Unix, it's an operating system that almost no one would consider using until Graphical User Interfaces (GUIs) became common. Without them, it's driving by arcane command line commands. Also, Unix and Linux have dozens of popular versions, perhaps more, and there are hundreds of different versions in use daily. This is very unlike the Mac of Windows. How many versions of Windows are commonly in use in comparison? Perhaps Windows XP, Vista, and 7, plus a very few server versions at most.
Windows upgrades all come from Microsoft which is very convenient. Linux and Unix upgrades however come from all over the place. You might not even know about an upgrade unless you go looking or perhaps subscribe to one of the many free newsletters that cover this topic. While Windows and Macs have upgrades every few years, with the various Linuxes it seems like every few months. What is up here?
Linux upgrades are done in large parts by volunteers. They work when they want and can, and updates get fed back to the masters. Some may be invisible kernel updates that fix bugs, security flaws, or improve performance. Others may add functionality or tweak the GUI.
How often do you need to upgrade? Good question and the answer is of course that it depends. Major security updates should be done by everyone to avoid your machine from being hacking, often unknowingly by you and only used to as an attack point to others. Other times you may want new functionality that is added. Sometimes you may like changes to the GUI and want to implement those. However you do not need to upgrade every time it is available. That just may make you go insane if there is no reason and you have no support person or staff!
You may have a version with a support contract that handles many of these issues. Often these contracts run for three years as that closely maps to hardware upgrade cycles at many companies. These may involve merely patching existing software instead of upgrading fully, a much quicker and simpler process.
In any case, just keep in mind that just because your version has an upgrade available does not mean you need to upgrade immediately or at all!