The short answer is no , you should not go to complete failure on every set of every exercise.
The long answer is that how often you do go to failure depends on your training frequency( Weekly) and overall training experience( How long have you been training).
But you need to also understand failure is not necessary for optimal muscle hypertrophy( or growth. Some champions never went to failure like Serge Nubret. There are countless strategies to gaining muscle mass and, you will have to find out what works for you. My recommendation would be for you to regulate training intensity like this. Rate your sets on this scale of 6-10.
@10: Maximal Effort. No reps left in the tank.
@9: Heavy Effort. Could have done one more rep.
@8: Could have done two or three more reps.
@7: Bar speed is "snappy" if maximal force is applied.
@6: Bar speed is "snappy" with moderate effort.
For maximum muscle growth keep the intensity @8, @9 or sometimes @10. Do say 6- 10 reps per set and when you get stronger and can do 10 reps , increase the weight so you get only 6 reps.
My last tip on failure , especially for new trainees is to consider failure when you break form , and stop then. being new at training breaking good form can lead to injuries and bad habits.