You should always update WordPress to the latest version. When a new version of WordPress is available you will receive an update message in your WordPress Admin Screens. To update WordPress, click the link in this message.
There are two methods for updating – the easiest is the one-click update, which will work for most people. If it doesn’t work, or you just prefer to be more hands-on, you can follow the manual update process.
If you are updating across multiple versions, follow the procedure at Upgrading WordPress – Extended Instructions