Yes, it's important to validate (stamp at the little green box) tickets before boarding trains. Of course, I do something naughty and buy separate tickets (Malpensa - Busto Arsizio Nord, and Busto Arsizio Nord - Milano wherever (Centrale, Garibaldi), which brings the cost down to €8.10. But I have to get off the train at Busto Arsizio Nord and stamp the next ticket, which probably means waiting for a moment for the next train (although I have been pretty lucky about running like a rabbit back onto the same train before the doors close!) If you don't want the potential stress of this, just buy a normal ticket, but I find that the €6 saving adds up nicely over time.