getuhgrip, sure, you can record your keyboard directly.
Why midi? Because Midi is badass stuff, thats why!
With midi, you can play licks slow and speed them up, add notes with a mouse, correct rythmic mistakes (quantize), move wrong notes with a mouse, Make your keyboard play sixteen parts at once, add drum tracks and make them perfect, import midi files, on and on. Midi is ideal for people who dont play keyboards (like me) and do complex stuff (like me). I do classical music, and there is no way I could play the stuff I write, so I do it slowly, make lots of mistakes, and I correct them by moving the notes I missed with a mouse.
Thats why midi! BTW, I have a Darla24 and
the Midiman Midisport that Gidge mentioned, they both work great.
Good Luck, Dave