Your Dock is premium real estate on your Mac OSX Desktop. You should generally keep applications that you use everyday in your Dock for quick access.
The Dock comes configured with a few applications including the Dashboard. The Dashboard is already accessible via a shortcut key so placing it in the Dock might seem wasteful to some people. You can remove the Dashboad from the Dock by either control clicking the icon or by right clicking the icon and selecting remove from dock. This doesn’t disable the Dashboard, it just removes it from the Dock, to free up more space. Check out the demonstration video.