Do I have to use premium gas?

Only if there's a sticker by the gas cap that specifies it, that is specified in the owner's manual, or the dealer said it is required. Premium gas does not provide more power or fuel mileage. It has a higher octane rating which means it is harder to ignite so it reduces ping and knocking. The higher octane rating allows engine designers to design the engine to produce more power from the gas. Knocking can be the result. Higher octane gas is made to overcome that. If your engine doesn't require the higher grade you will be paying for something you don't need and can't use.