Yeah, you definitely want to clean your aluminum. Oxidation occurs on aluminum very easily, just being exposed to the air aluminum oxidizes. Rub your hand on uncoated aluminum and your hand will turn black.
Clean it with a stainless steel brush as you prep it. Oh, and it has to be stainless steel, not just a regular wire brush.
I have been doing aluminum welding in my welding class the last few weeks. MIG or TIG gotta clean it all up if you want good penetration and a strong weld.