Hello Henry,
As Collen stated it depends on the functionalities you're going to use.
In the note you'll find more details:
1088717 - Active services for Web Dynpro ABAP in transaction SICF
But at the beginning you'll read "..Following the installation you must decide, on an application-related basis, which services you must manually activate...".
definitely activating all of them isn't a good idea, because there are some services that are for testing purposes only and shouldn't be activated.
Just to give you an example you can activate or deactivate the GRC WS that allow you to create a ARQ request or perform a a Risk Analysis. That really depends if you're going to use them or not.
I think you'll get better answers regarding what it's critic and you should restrict in the Security forums.
Cheers,
Diego.