What is "scalded milk"? Do I need it for this recipe?
Scalded milk is just milk that's been heated to just below boiling. Back in the day, using unpasteurized milk (like milk straight from Wilma's cow on the farm) was a problem in recipes that required thickening. An enzyme present in unpasteurized milk would prevent that. If you're using pasteurized milk (and most people do these days), there's no need to scald it for this recipe.
HOWEVER, in baking breads or pastries, scalding the milk performs another function, and this may not hold true. Check out the notes in my other posts on baking bread to find out why you might want to go ahead and scald your milk before using it.