People who lamb large numbers of sheep indoors often find it best to use something as a prophylactic against E. coli infections.
If you lamb outdoors, or have very tiny numbers and excellent hygiene, you probably won't need it.
We lamb 200+ ewes outdoors and keep Orajet (which is a squirt-in-the-mouth prophylactic) on hand. Where ewes are brought in to lamb, because they're having trouble or the weather is bad, for instance, we give Orajet to the lambs, and also to any lambs being brought in within an hour or two of birth.
To use it as a prophylactic, it must be administered within a couple of hours of birth. Once past that, it can be used as a treatment but not as a preventative. When you have a number of lambs about, infection can take hold and run through them all horribly quickly, so we find it better to prevent the problem than to deal with an outbreak if we should get one.
As this is your first year, maybe use one of these products for lambs born indoors or brought in soon after birth, just to make sure you don't have a problem? Then another year, with experience under your belts, you'll be more equipped to make informed decisions about what and when to use?