title: drop_First=true during dummy variable creation in pandas
body: <p>I have months(Jan, Feb, Mar etc) data in my dataset and I am generating dummy variable using pandas library.
  pd.get_dummies(df['month'],drop_first=True)</p>
  <p>I want to understand whether I should use drop_first=True or not in this case?
  Why is it important to use drop_first and for which type of variables?</p>