I was taught to check it (on a C152/172) before every flight but I've also heard people say that you don't need to. Some reasons I've heard people give for not checking it are:
- Risk of draining the battery to the point where you can't start the
- Risk of burning your hand on the pitot
- Risk of forgetting to remove the pitot cover and melting it onto the tube
- The POH doesn't include it in the preflight checks so it can't be important
Note that you can avoid most of those issues by using a checklist.
You can check what the POH says, e.g. the C172S POH includes it in the preflight but the C172M one doesn't. But even if the POH doesn't mention it, you should always check it before operating in IMC.
It would be a great question to ask the school or an instructor there, especially if the aircraft's POH does say you should check it.