My understanding is that humans have these "extra" wisdom teeth now because of our softer, easier-to-chew diets. A long time ago, when we would have to eat more interesting things, the teeth would naturally wear down enough that there would be plenty of space for the wisdom teeth, but now, when they try to come in, they don't have enough room, and it is not uncommon for them to grow at an unpleasant angle and actually impact themselves into the surrounding teeth- or worse, the jaw bone behind them.
That is my very basic understanding from the oral surgeon who removed mine a few months ago. It was completely painless (unless you're extremely bothered by the insertion of a small IV).
Basically, if you don't run into problems from the wisdom teeth embedding themselves into other parts of your mouth, most of your issues will come from cavities, infections, etc due to their location in the far back of the mouth, where they are hard to access to brush and clean properly.
Luckily, if you have them removed relatively early in life, you will usually have very little to no complications, due to the fact that the roots of the wisdom teeth usually take a while to actually connect to the nerve in the tissue surrounding your jaw bone. When this happens is usually different depending on who you are, but I'm guessing it usually happens in the late teenage years to the early 20s.
Anywho, my $.02 is this: talk to your dentist and if he says you should have them removed, DO IT, because the longer you wait, the worst it will be. If you do it early on, like I was lucky enough to, it is nothing at all.
Hell, I even got to take codeine and eat nothing but cottage cheese for two days.