New question --
I just bought a new treadmill (delivered from Amazon.) The instructions say to plug it into a surge protector instead of directly into the wall outlet.
Is this really necessary? What would happen if I plugged it directly into the wall?
Your treadmill will run fine without the surge protector.
Your new treadmill has fragile electronics in the control box and/or display. The surge protector protects those electronics from small power surges, like when your partner turns off a power tool or when a drunk driver hits the power pole in your front yard and when the power company repairs the damage.
A surge protector will not protect your treadmill or other electronics from a lightning strike, even if that strike does not take out the power to your house. I learned that the hard way. I lost a washing machine to lightning. It was on a surge arrester when the electronics in the control panel were fried.
I live in Omaha, Nebraska, USA. That's on the edge of Tornado Alley. I get lots of storms. My house is up on a ridge, making it even more vulnerable. I keep my washer, dryer, and microwave oven unplugged when they are not in use. I unplug the computer when storms are forecast and I'm not planning to be home. If I'm home when a storm rolls in I unplug the garage door opener.