I'm working on opening a small business with me being the sole owner /operator. Do I need to get the LLC Lic.?

If I open a small business,being the sole owner/operator ,do I need the LLC.Lic? I don,t really understand the meaning and what it would protect me from.Also I don,t have a Business name picked out because I,m not exactly sure about my products I,m wanting to sell. I need to check out different Wholesellers before I make that decision. In order to check them out I have to have my Lic. # in order for them to give me a price list. I think I have to have a Business Name to get my Lic. to sell. If this is true then what should I do?