I have never recommended turning the software firewall on *unless you are connected to a network that you know doesn't have a hardware one,* which the probability of encountering one is nearly zero in the developed world, and maybe one-in-a-hundred-thousand elsewhere. This is one of those things that was important 20 years ago, like making sure your dial-up file transfers used zmodem as it was more reliable than xmodem, but has long since become a non-issue.
These days, you'll never encounter a hotspot -- public or private -- that doesn't have a superior hardware firewall. I also find that people have the most BIZARRE ideas about what a firewall is and what it does, thinking it more a "magic shield" than anything. Bottom line: software firewall is about as frequently needed as going into the terminal is for the typical user, and turning it on can sometimes cause issues, so broadly speaking don't bother.