You will need to clean it eventually to remove the buildup.
It's pretty easy to take the hopper and top burr off to clean - just 3 screws will do it! You can leave the bottom burr in for a clean. When you put your grinder back together, make sure you align the '0' mark on the front with the burrs just touching (and so the stopper lines up at '0' too). You can turn the burrs by hand to get the alignment right so the stopper hits the right spot.
Usually a good idea to clean it whenever it starts to smell a bit funky or you notice your grind is "off" (slow, finer than usual, etc). I do mine every 3-6 months, and clean with a brush (while still assembled) after every bag of beans.