It is highly recommended that you refrigerate the salmon that you get home from the grocery store in order to avoid it going bad for as long as possible. Keep in mind that salmon typically lasts around 2-4 days in the refrigerator, so if you plan on waiting longer than that to use it you will want to think about putting it in the freezer instead.
Those who are going to use their salmon within the next day or two of getting it home from the supermarket though should probably put it in the refrigerator as there is no need to use the freezer unless it will be stored for a longer period of time.