Hye.
The moment you start going to the gym, whatever is your workout, does not justify taking a protein supplement.
Proteins are not stored in the body like other nutrients. Your body will utilize only as much protein it needs and the rest will be broken down for energy purpose which is it's secondary function; main being building/repairing muscles.
Depending on the exercise (ie. Strength training/cardio or activities like gymnastics or weight lifting) your body's needs for proteins varies. Although whey is natural and the most easily and quickly assimilated form of protein - it is not needed to be exclusively included in your diet. You have to have a balanced healthy protein rich diet for the supplement to be utilised.
Protein need totally depends on your present food intake & activity levels.
So, firstly we need to understand, what actually you mean by the term workout.
Your body naturally creates an" immediate energy system" This energy system is used during high-intensity, short duration bouts of exercises, such as: 40-100 meter sprint, first few reps of a power/heavy lift. So taking a supplement will benefit only intense training bouts, and help recovery in between sets.
Taking it when your workout is not as intense or just because you want to develop muscles or are a new comers to gym workout is not right. You are supplementing your body with something that it does not need. Also, supplements will work only if your basic diet is planned right.
So, don't just randomly decide to take a supplement. Evaluate, assess your requirements before you decide on supplementation or else there can be side effects.