It is obligatory (wajib) to perform the ritual shower (ghusl) after intercourse. The ghusl made is called Ghusl al-Janabah. It does not necessarily need to be immediately after copulation, although it is makruh to do certain things in the state of Janabah, like eating or sleeping. You will also not be able to perform your prayers until you remove yourself from the state of Janabah. This is why it is best not to delay the ghusl for no unnecessary reason.
On a spiritual level it is also highly recommended to hasten in removing oneself from the state of ritual impurity.
And Allah knows best.