Measuring every marketing action is essential to determine whether what you have done was effective or not. Since everything you do should be to achieve your objectives, you need to track down the results so that you can evaluate the impact of each action.
And in order to see correlations between marketing actions and the results, you need to measure as much as you can. Accurate data can provide insights that you could not have had otherwise, and can help you see opportunities and threats that were hidden before your eyes.
Measuring can also help you assess where your strengths and weaknesses are, monitor progression and help you prioritize and allocate resources accordingly.
I just can't stress enough how important measuring as much as possible is.