Strictly speaking, they're really not necessary (I don't think there are any exceptions, but I'm sure I'll be corrected if I'm wrong). The course creators include them, I believe, in cases where the pronunciation might be different from what you'd expect.
Did you get marked wrong for leaving it off? Because if you did, I'd recommend reporting it.
Yes. When reading text without vowels, if the masculine and feminine forms have the same spelling, then you need to know from the context which gender is indicated.
Since this sentence is in the first person singular, the pronoun doesn't change for gender; the same is true for the first-person-plural pronoun ( אנחנו , anachnu).
The verb in this exercise has a typical feminine singular verb ending with an "ah" vowel: רוֹאָה pronounced ro-AH.
The masculine singular of this verb is: רוֹאֶה pronounced ro-EH.
Please note that this typical ending for a feminine singular verb does not apply to the pronouns:
First person (I): אני is the same for both genders ("ah-NEE").
Second person masculine (you): אַתָּה ("ah-TAH")
Second person feminine (you): אַתְּ ("aht")
Third person masculine (he, it): הוּא ("hoo")
Third person feminine (she, it): הִיא ("hee")
Hebrew has different conjugation patterns for different groups of verbs; many have a different typical feminine singular ending, or an atypical ending.
Duolingo tells us not to type nikkud here. In an exercise to select words by clicking on them, if the correct word is available both with and without nikkud, we can choose either one.