Anytime you carry a gun on your person, you should use a holster for it.
Any decent holster will cover the trigger on the gun, decreasing the chance of an accidental discharge from something bumping the trigger.
Another important advantage is that the holster will keep the gun in the same place so you know exactly where it was at. Where this really comes into play is when dropping a gun into a purse, briefcase, or pocket.
There are companies that make purses, briefcases, backpacks, etc. that are designed for carrying a gun. These have built-in holsters for holding the gun securely. Anyone who has ever fumbled for keys in a purse or briefcase knows how important it would be for the gun to be exactly where you know it to be if you need to get at it quickly.
There are also special holster made for pocket carry. These slip into a pocket, keep the trigger clear, and hold the gun securely. They are usually equipped with small hooks or tacky material to keep them in your pocket when you draw the gun.
The most common holsters are belt holsters and shoulder holsters. Anyone who has seen a detective show or movie has seen shoulder holsters. These are worn slung over your shoulders and secure to your belt on each side. The gun can be held with the barrel facing down (vertical) or behind you (horizontal). These holsters are easy to conceal under a coat or jacket. The opposite side from the gun will often have a pouch for holding spare magazines or speed loaders.
Belt holsters are worn on your belt and come in two categories, inside-the-waistband (IWB) and outside-the-waistband (OWB). An OWB holster is like what you see police wearing. They can be more difficult to conceal because the entire holster must be covered.
They attach to your belt via belt loops, straps, slots, or sometimes a “paddle.” Paddle holsters have a piece of metal or plastic that slide inside your pants behind your belt while the rest of the holster is on the outside. This makes it easy to remove the holster without taking your belt off.
An IWB holster is similar, but is designed to slide inside your pants partway. This puts the lower half of the holster, the section below the belt, inside your pants so it is easier to conceal. It will have straps, loops, or plastic clips that go over your belt for stability. Sometimes the straps holding the gun to your belt have snaps so that it can be unsnapped and removed without taking your belt off. This type of holster tends to keep the gun very close to your body further aiding in concealment.
It is very important to use a holster instead of just tucking the gun into your waistband. A gun carried in such a manner is prone to slipping and being dropped as well as increasing the possibility the trigger could snag on something and fire the gun, a bad proposition since it will likely be pointed at some part of your body.
There are also ankle holster which strap around the lower portion of your leg. These are commonly used for carrying a small gun, especially a back up gun. As long as the gun isn’t too bulky, they can easily hide a gun. However, your pants leg must be pulled up to draw the gun, which can be a problem.
Other holster types include fanny packs, belly bands (wide elastic bands which wrap around your body like a girdle), and even some that are built into shirt, pants, vests, or other clothing items.
Only you can say which one is right for you, and I recommend you try different ones until you get the one that works best for your needs and fits your gun well.