Yes, you should use ConcurrentHashMap (or synchronize your Map externally). Otherwise, if the writer thread is modifying the Map while any of the other threads iterates over the Map, you could get a ConcurrentModificationException.
From HashMap's Javadoc :
Note that this implementation is not synchronized. If multiple threads access a hash map concurrently, and at least one of the threads modifies the map structurally, it must be synchronized externally.
From ConcurrentModificationException's Javadoc :
java.util.ConcurrentModificationException
This exception may be thrown by methods that have detected concurrent modification of an object when such modification is not permissible.
For example, it is not generally permissible for one thread to modify a Collection while another thread is iterating over it. In general, the results of the iteration are undefined under these circumstances. Some Iterator implementations (including those of all the general purpose collection implementations provided by the JRE) may choose to throw this exception if this behavior is detected. Iterators that do this are known as fail-fast iterators, as they fail quickly and cleanly, rather that risking arbitrary, non-deterministic behavior at an undetermined time in the future.