I am starting CS50x and am wondering whether I should watch the Sections and Walkthroughs.
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Absolutely - of course!
If you're kind of new to CS you'll realise why very quickly. You'll also find technical help (only) here and technical, practical and moral support help on the CS50 Facebook page and CS50 Slack at http://cs50x.slack.com/
Request an invite to Slack at http://cs50.edx.org/slack - and find all this info and other social media resourses on the "Course Info" page of CS50 at https://courses.edx.org/courses/HarvardX/CS50x3/2015/info