Everything I have read says that you do not need to soak lentils like you would beans. Unfortunately the last several times I have cooked lentils they have seemed a little chalky.
Should I be soaking my lentils before I cook them?
You should probably be soaking your lentils, but it depends on what type. Soaking expands and softens the lentils, which may be the effect if you're going for something like dal (yellow lentils).
Lentils are high in phytates, which is an anti-nutritional - it's undigestible, and makes certain important minerals unabsorbable, like zinc, iron, calcium, and magnesium. Soaking (and throwing away the water!) helps to remove many of these phytates.
If you're getting a chalky taste, perhaps you haven't cooked them for long enough? They can be rather chalky or bitter if undercooked.