Blood tests can be done very quickly to find out what blood type you have.
It's not crucial that you know what you have, but it's good to know.
It can be good to know if you have a family so you know if you can give/recieve blood from a relative in an emeregency.
That said, I don't know mine without checking my medical records.
We did some tests in my Biology class last year to find out (ABO blood groups, but not Rhesus blood groups), but unfortunately I couldn't get my fingers to bleed everytime I pricked them, and I just ended up with sore fingers.