This is an essential guitar technique for any intermediate or advanced guitar player. I teach thirds to all my Vancouver students who are learning to solo and even just for general lead playing.
Not to mention, there are thousands of songs that include this technique so if you're learning other people's songs, you're going to come across this sooner or later. Knowing it in advance means you'll be able to play it easily when that day arrives.
Thirds licks are in every style of music from classical to rock. It's especially common in blues and country.