But for all types of strain measurement, you need to make sure you don't have any "zero offsets" in the measurements. In other words, make sure you know what the gauges read for the condition that you want to call "zero strain". There is often some residual strain in the structure which you want to ignore, caused by things like its weight, geometrical tolerances when assembling it, thermal expansion, etc.
There is also the strain gauge constant, which is normally specified by the manufacturer.
However since he specifies for a type (not even a batch) there will be individual variations. So if you want better accuracy you need to check the constant. You can call this a calibration.
Are you using this instrument for any quantative or qualiatative anaylsists or is it just for indication purpose only? If your using it for playing aroudn with at home I'd say forgo getting it calibrated. But if you are using it for precise measurments, then your going to want to get it calibrated.
you should also watch out for gauges made out of springs with hysterical loops, because applying stress and then releasing it on the gauge will cause significant differentiations.