Yes
Learning an instrument is difficult, and if you don't understand the theory behind the music, it's even more difficult.
If you're not sure what level you should be working at, ask in your next lesson, or look at the most recent book you were working on and keep going, or buy a Grade 1 book and get going.
I would suggest "Music Theory for Young Musicians". It has more examples than the ABRSM issued books.
I also have a page on the website dedicated to Theory: https://www.cellos.co.uk/theory
Learning the Circle of Fifths is a great start, as is beginning a glossary of musical terms, either in a notebook or on a computer. Again, if you're not sure, ask.