You don't *need* the EW-WU111 Wireless Unit to build a Di2 bike, but it lets you:
- Update firmware through the mobile app (likely to crash, but easy to recover from crashes)
- Change settings (mobile app) / adjust synchro-shift options / more
- Display current gear and battery status on your Wahoo/Garmin/<insert other brand here, check the head unit's docs>
- Use the Di2 shifters to change pages on your Wahoo/Garmin/other
- View shifting statistics (spent x time in gear xyz)
I have one.. and I like having one. I would be perfectly happy without it though