You need a Google Account to use Google Apps™ on your phone such as Google Mail™/Gmail™, Google Talk™, and Android Market™.
If you did not sign in to your Google Account when you first turned on and set up the phone, you can still sign in when you open any of the Google Apps that requires login credentials, or when you upload to Google-owned sites such as YouTube™ and Picasa™.
Sign-in is a one-time process. You will not be prompted to do so again.