The Rishonim help direct you to understand the Gemara.
1) They provide facts to understand the Gemara.
2) They provide Sevara, logical reasoning that helps you understand the conceptual underpinning of the Gemara.
3) They are the experts in the area. It would not be wise to study an area without looking at the experts. It would be like looking into Physics without looking what Albert Einstein had to say. You may not agree, but you would look at what he has to say.
4) They are our Baalei Mesorah. They have the Derech Halimud and Mesorah, tradition that has been passed through the generations from Sinai.
They will help guide you to properly understand the Gemara.
These are but some reasons to consider the Rishonim when learning the Gemara to be able to learn properly.