Unless you don't want to get what you paid for.. Then yes, activate it. It doesn't hurt anything. All it does is making sure that it will run on the speed you bought it for.
Some UEFI/BIOS defaults your RAM to lower speed. For example, my wife's 1866 Ram is defaulted at 1600 by her z97 motherboard so everytime I disconnect her PC for maintenance, I have to get in there and reselect the XMP.
Just select XMP Profile 1 and you should be good to go. Set everything else at Auto if you're not comfortable messing with them.