The need to learn about the 31 realms is somewhat similar to the need to learn Abhidhamma. They are both not necessary, but could provide additional information to build faith in Buddha Dhamma. However, for those who are not that familiar with these, it could raise questions like the ones Aniduan has raised.
Since Buddha Dhamma describes a much wider world (with 31 realms) than just the 2 realms (human and animal) that we are aware of, it initially takes some effort to start understanding this “big picture”. Even though 31 realms makes the picture more complex, it is necessary in order to have a self-consistent picture of the world.
For example, it is not possible to explain laws of kamma and paticca samuppada without the 31 realms. Let me just take a simple example to make this point.
Births in various realms are according to one gati.
One’s gati are cultivated via “what kind of things one enjoys or likes”: “pati icca leading sama uppada” or paticca samuppada; see, “Paticca Samuppāda – “Pati+ichcha”+”Sama+uppāda“.
Those with vicious hateful gati are likely to be born in the niraya (hell). Those with excess greed are likely to be born in the preta realms. Those with “lazy gati” are likely to be born in the asura realm. Those with “animal gati” in animal realms, those with “good moral gati” in human and deva realms. On the other hand, there are some who cultivate jhana and value jhanic pleasures much more than sense pleasures in human and deva realms. They are born in the brahma realms.
Since there are very few with abhinna powers these days, it may be a bit difficult to “believe in the existence of those realms”. On the other hand, for those who have studied Dhamma in detail, it is easy to see the need for all those realms.
So, it depends on the person. This is why each person should follow what makes sense and other things may become clear with time. It is not possible for each and every person to have the same understanding, which evolves with time too.
For a deeper analysis, see: “Buddha Dhamma: Non-Perceivability and Self-Consistency“.