I try to use as little weight as possible, but some kites need weight in the tail. The trick is to find out how much through a lot of time & experimentation. Try it with the stock tailweight, then try it without. Spend at least 10 or 15 minutes with either configuration. Try it with 1/2 the stock tailweight to really fine tune, see how that goes. Once you figure out what works best for you, lock it in.
Certain kites like the Prism Zephyr come with a tail weight, I never use it. Others fly fine, even though they have as much as 20 grams (some more). Blue Moon Exile I fly with only 5 grams. I custom made a tailweight for my QPro that is around 10 grams, much less than the smallest weight in the weight kit, but just enough to get it to fly the way I like...