Exfoliating is removing the dead cells from your skin, revealing healthy, new skin. If you don't exfoliate now and then, products like sunscreen or particular topicals for acne or anti-aging can't get into your skin to do any good ... they just sit on top ... ie, the dead cells act as a barrier to prevent penetration.
There are lots of ways to exfoliate, from using a facial wash containing exfoliating particles (they are sold as "scrubs" or "pore-refining cleansers"), to cleansers and toners containing Alpha or Beta Hydroxy Acids, to microdermabrasion products. Unless you're looking to correct a specific problem, a good facial scrub or toner with AHA/BHA would be fine for you.
I do a microdermabrasion once a week and a glycolic or lactic acid peel once a week. On the days I won't be doing either of those, I use a cleanser with 2% salicylic acid followed by ACV toner. HTH
Kathy