If your roof on your house has just a few inches of snow on it then it's likely okay to leave the snow on the roof and it should just melt off when the weather warms up.
However if you get a lot of snow on the roof and it's not gonna warm up for a week or more and the snow is expected to stay on your roof longer than a week or more then using a shovel or roof snow rake to remove the snow would be a good idea.
My neighbor once had a roof collapse from too much snow being on the roof and had to have the roof replaced and then remodel the rest of the house.
So yes if you have at least a 1 foot of snow or more on your roof you should shovel the snow to prevent a roof collapse.
I would recommend using a snow removal rake to rake the snow off the roof instead of climbing on the roof and using a shovel.
If there is gonna be more than 3 inches of snow in the forecast or a blizzard is coming then the snow gets raked off my roof but if it's just an inch of snow or less I don't bother removing the snow.