The important idea here is that no one has a vested interest in your health the way that you do. But your history is relevant in many circumstances.
If you switch doctors, if your doctor retires, if your doctor moves to a new practice, if you don't go in for a number of years, your files may be permanently lost or shredded.
Or maybe you get a pre-travel Hep-A shot at Walgreens but they never follow up to make sure you get your second, but then you switch to a new pharmacy and no one remembers whether you had your complete series or not.
Vaccination records are relevant for 20+ year to life, so the sooner you get them under your control, the better. Needing to reach out to a pediatrician when you’re in your 30s to check on Hep-B or whatever isn’t ideal.
See Advice: Get baseline blood work for more, but generally, it can be great to be able to reference even seemingly mundane test results as your health changes due to age, illness, accident, etc. Historical data can help you narrow the hypothesis space.
Fine to collect your records digitally — you might be able to do it at the office with a scanning app on your phone.
Note: if you do need medical records, e.g. if you get a weird blood pressure rating and your health care provider wants to know whether that’s typical for you, remember that you can request data from other providers (even if you didn’t get a copy at the time). You may not have noticed, but every time you go to the dentist, they take and record your blood pressure and will happily give you that information if you need it.
And family history can also be relevant:
Any disease in your lineage can provide clues or can prompt extra monitoring. Figure out the diagnosis specifics (issue and age of detection) from everyone in your immediate family, bonus for grandparents, aunts, uncles, and cousins.