For each one of us, our past is very important. Who we are today is the result of our own experiences. Our personality is formed by the events from our life, the people we met that marked us in a positive or negative way, our knowledge.
Sure, not all our memories are happy, but they all teach us a certain lesson in life.
If you forgot all your memories, you wouldn't know who you really are anymore.
"Treasure your memories because they only happen once. If forgotten they will be lost forever."