I just bought a retina iPad Mini. Tried 3 different cheap lightning cables, none will charge it. Tried with 12W and 5W USB chargers. It will only charge with the Apple cable that came with it. But these Chinese cables charge my iPhone 5 and old iPad Mini just fine. Did something change in the new iPad's lightning chip? I wonder if is is a widespread problem or just me.
See this question for more info. In short, you're taking your device's life in your hands when you don't use legit products. You have a multi-hundred-dollar device, do not cheap out on the thing that's directing nontrivial amounts of electricity into it!
Authorized products aren't that expensive and you can be sure that you won't have strange things happen.
Newer devices will straight up refuse to work without the authentication chip in the cable. Previous devices (and maybe iOS versions) would still charge, but display the error, or do so at a reduced rate.
Yes, you have to use certified cables.