It is not something you need, but a nice personal touch, particularly if your wedding is of a larger size. The guests can take the programs home, as a reminder of your special day.
A program could include the names of your parents, and the names of the attendants, and how you know each of them. You could include a special poem, maybe something that you wrote each other while dating, or have your wedding vows included.
You may decide to add a thank you to your guests at the end of the program, letting them know how much their friendship and love over the years have met to the two of you. It can include anything you want. I went to a wedding where all the readings read at the ceremony where typed out in the programs. Not really needed, but it’s your personal decision.