Candling is not absolutely necessary, but it can be fun. You can purchase egg candlers, but with just a strong flashlight, you can usually see a little bit in a dark room by making a seal between your egg and your hand over the flashlight. Some eggs will be hard to candle: dark brown eggs like those of Marans and Welsummers can be difficult. Surprisingly, even more difficult to candle sometimes are the green eggs of Easter Eggers, because they have BOTH blue and brown coloration in them.
If you can manage to candle, though, it's exciting to see your little babies moving inside their eggs--it's like an ultrasound for chickens! Even better, if you have an egg that is not developing, you may be able to remove it before it goes bad or threatens your other eggs. You will want to keep your candling to a minimum, however, because every time you candle them, it cools the eggs and releases humidity. It can also transfer bacteria from your hands onto the porous egg shells and cause problems. Limit your candling to three times during incubation.
If you do decide to candle, the usual recommendation is to candle at Day 7 or 10, Day 14 and Day 18. If you don't see anything at Day 7 or 10, don't discard those eggs immediately. It could be that you're just not seeing the development! We recommend you wait until Day 14 to discard. By then, with light-shelled eggs, any that have not developed should be easily told from eggs that have begun to develop.