How important is a wrist rest for a keyboard?

Focus on Ergonomics. The main reason to use a wrist brace is to keep your wrist and hand flat. Angulation of the wrist upwards and downwards on a continuous basis causes strain on the nerves passing through the wrist and may result in carpal tunnel syndrome. So what is more important is to have a proper seating and desk that avoids this angulation. Read more about better ergonomics.
Pretty important . If you are doing prolonged typing you should rest your wrists or forearms. When you hold your wrists and muscles in one position that can put pressure on the nerves and cause pain.