But you don't need to use it if you don't want to. The real question, I think, is why doesn't Windows use the same terminal instead of their command prompt.
If you are an average user i'd say it is highly unlikely that you will never need to use terminal. Actually I would estimate that there is an 80% chance you will neeed to use terminal the first time you boot up X.
There is no doubt that Unix is the superior command based operating system, but for most people Windows (or mac) will probably be more suitable. Mac btw is unix based and does offer the Unix terminal allowing access to the core OS.
Windows' command prompt does have it's weaknesses, but you're actually able do quite a lot of advanced stuff using that as well.