Do I need to soak pellets before smoking?

Excuse me, I was wondering if I'm supposed to soak the pellets before using them for smoking? I've heard different opinions on this and I'm not sure what the best practice is. Could you please clarify if soaking is necessary, and if so, for how long should I soak them? Additionally, is there any benefit to soaking the pellets before smoking, or does it just come down to personal preference? Thank you for your time and help with this question.