Moving your feet when striking the pickleball is a recipe for unforced errors on the pickleball court (as oftentimes, you will overrun the pickleball and make contact behind your body). As a result, it is important to split step (i.e. a small hop into an athletic position – imagine a small hopscotch jump where you land with your legs in an athletic stance) in order to remain balanced, react to the shot, and hit the pickleball out in front of your body. You should split step just before your opponent makes contact with the pickleball.
Bottom line: Split step before every shot. If you do not hit the pickleball out in front of you (but rather move and hit at the same time such that the pickleball is behind you), your unforced errors and mistakes will amplify by tenfold. Keep the pickleball out in front of your body!