"Do I NEED to do that?"
Probably, though you'll need to figure that out. This is a user to user forum and nobody here can see your income tax return or your computer screen.
Form 8453 - https://www.irs.gov/pub/irs-pdf/f8453.pdf - covers situations where you e-file but then need to send additional information, on paper, to the IRS.
One common situation - I'd guess that it's the most frequent situation - is where you enter your security trades in "summary" form, simply listing dollar amounts of proceeds of sales and cost basis without listing out each and every trade. In that case you'd need to use Form 8453 to mail to the IRS the required trade-by-trade details. Any chance that's your situation?
