Do I have to use the "Remote Identification" section of the Mavic remote controller?  If I don't what will happen ???

I think these will be for when countries start having a "registration" system.. maybe like on planes along the lines Aircraft Bodies

See DJI AeroScope

No you do not
This is less of a fuselage "marker" and more of a radio transponder...which makes it far more insidious, especially since it's default is to be on.  Meaning you have to continuously turn it off for each flight.  Soon you could see government and law enforcement with the means to identify who you are and where you are flying.