A Sender Policy Framework (SPF) record is a particular Domain Name Service (DNS) record that is used to by external mail servers to ensure that your email is valid for delivery.
If you don’t have an SPF record for your domain, you risk an increased chance of your emails not being delivered.
In short, an SPF record identifies all the mail servers that are authorised to send emails for a domain and the external mail servers can check this before passing the message on. This helps to prevent spam mail that is using a domain as a false sending address.
If your wish to ensure that your emails have the best chance of being delivered, your domain must have an SPF record.