The import statement is completely unnecessary. You can go your entire life as a Java developer without writing one if you wish; it just means that you'll be forced to type out the fully-qualified class name for every class in your application.
All import does is allow you to use the short class name in your code instead of the fully qualified one (e.g., Connection instead of java.sql.Connection).
If your class has two packages that include the same short class name, you'll have to type both of them out all the time to eliminate all ambiguity (e.g., java.sql.Date and java.util.Date).
Don't confuse import with class loading. It doesn't impact runtime performance at all; it only influences how many keystrokes you have to type while developing.