There's absolutely nothing wrong with not using a belt as long as you're using good form.
When to start using one? Andy Bolton apparently puts it on before deadlifting anything over 400 pounds. Or about 40% os his max. Then you have guys who separate between PRs and beltless PRs and try to get both up. If I'm squatting, and I'm working my way to a top set with a belt, I put it on a few sets before my last set, so I get used to the form I use with a belt.
If you're a bodybuilder, you might be interested in the effects the heavier weights a belt might allow would have on your physique. Bought a belt a couple of months ago and have split 3 pairs of pants since then. Putting 90 pounds each on your squat and front squat has side effects
This post isn't very good, but maybe you'll find something of value in it.