DKIM (DomainKeys Identified Mail) is an email authentication method.
In short, it's recommended because it will improve your deliverability - ie more of your emails will end up in your recipients inbox, instead of in their spam filter.
Getting into a bit more detail, DKIM works by allowing the person receiving the email to check that it was actually sent by the domain it claims to be sent from, and that it hasn't been modified in transit. It adds a digital signature to the headers of the email, which can be used to verify the authenticity of the message.
Three reasons DKIM is important if a business wants to avoid spam filters:
It helps to prevent email spoofing, which is when a malicious sender uses a forged email address to make it look like the email is coming from a legitimate domain.
It allows the recipient to check that the email hasn't been modified in transit, which helps to prevent phishing and other types of email-based attacks.
It helps to establish the reputation of the sending domain, which can improve email deliverability and reduce the likelihood of legitimate emails being flagged as spam.