Do I have to use Metamask to receive eMU tokens, and what is the benefit of doing so?

You can use any Ethereum wallet to receive and hold your tokens. However in order for you to use the tokens on the eMusic platform to buy music and receive its benefits you will have to put them in your Metamask wallet which has a convenient extension built into Chrome and Firefox which makes managing and using your eMU tokens very easy. Future integrations with other wallets may come later, so stay tuned.

Once you have Metamask installed you will have to set it up to receive and hold eMU tokens as described here.