I haven’t blocked any work yet because I’ve only finished one project so far but I am wondering if you would typically block all projects? Will some patterns advise it specifically? I’m a little confused on knowing when it is needed or not. Any advice or general guidelines?
The level of blocking needed generally depends on the type of project and the kind of yarn you’ve used. Typically, for most of my projects I just wash the item according to the directions for the yarn I’ve used and lay it out flat to dry.
Some yarns will lend themselves more to true “blocking” than others … for example, wool and other animal fibers have a lot more memory than acrylic, cotton, etc., and will really benefit from blocking. So most people here would probably recommend you block sweaters or other items made of wool, as it will really help improve the appearance of your finished project. Acrylics and cottons typically won’t hold the blocked shape, so they won’t get the same long term benefit from blocking - you’re really just washing the item (which will help soften the item and even out the stitches a little bit).
Projects involving lace or other complex stitch patterns generally also greatly benefit from blocking. A simpler pattern that does not involve lace and for which the shape/exact size isn’t as critical (for example, a baby blanket) probably doesn’t really need to be blocked - I would just wash it and lay it flat to dry as I mentioned above.
Hopefully that gives you a couple of things to consider when you’re deciding whether you need to block your project or not … I’m sure others will have some other recommendations as well! 
No you don’t, even when it’s a wool yarn that can be blocked; cotton and synthetics (and blends) aren’t blockable in the same way as wool. Usually washing the item and laying flat to dry (or put in the dryer if you’re able to) is all you need to do for blocking. That evens out the sts a lot and does give it a finished look, no matter the fiber.
If you knit the correct size, you don’t have to pin and stretch it out ‘to fit’. Lace can be blocked and stretched, though it won’t stay with a synthetic, but I get around that by using larger needles to open up the sts and pattern. I even do that with lace knit in a wool.
Thank you for the information, this helps me a lot to understand the need to block or not.