hi Rodrigo,
i am an intermediate Hebrew learner and would say yes absolutely! Israelis write with cursive letters so if you want to be able to read notes, letters and even some signs in Israel, you have to learn cursive letters.
also, if you plan to take Hebrew classes with a teacher, they would write words and sentences in cursive letters on the board and/or paper.
it all depends on why you are learning Hebrew of course, what your goal is (learners of Biblical Hebrew wouldn't be required to learn cursive letters for example, but those i've met all know cursive letters), however i highly recommend that you do.
best of luck,
Elisabeth