Only if the one you have isn't good. If it's one of those rubbish tin-plate ones that barely have any grip then bung a decent one on it but if it's got plenty of bite and the cable and connections are good then there's no need.
What issues are you having?
the one i have came with the welder and is quite small i thought of maybe up grading the welder like a longer earth lead and bigger earth clamp and a twist type rod holder
If the clamp or the cable (or both) you have is not getting warm when you are welding at max then putting on a larger clamp or thicker cable won't make any change, if it is getting warm then upgrade the clamp and cable.
However if you want a longer cable then yes, I would get a thicker cable. But either way, it probably wouldn't hurt to change to a larger size but it won't improve anything if the existing setup is working as it should.