Is it necessary to file / attach an Affidavit to your Motion (ie Motion to Vacate Judgment) when filing your motion at the court clerk's office as a Pro Se. I noticed that in some states such as New York, they do this but am not sure if it's required.

All suggestions welcome.

You can if you wish to do this. It would be better if you did versus you didn't and found that your motion was not filed correctly.