I didn't, until recently. I'm a 3/3 genotype. According to Dr. Steven Gundry, people with the 4 allele are badly affected by animal fat. About 25% of the population has at least 1 or more of the 4 allele. So what is this thing anyway, and should you worry about it?
Lipoproteins are proteins that carry lipids in your bloodstream. When you get a blood test to "check your cholesterol" the doc is mostly looking at measurements of various types of lipoproteins, high density, low density, etc. ApoE is a little different; it is an intermediate density lipoprotein, and is found mostly in your liver and your brain.
Among other things, having the 4 allele increases your risk of early onset Alzheimer's Disease, with Caucasian people who are homozygous 4/4 having a whopping increase in risk (odds ratio 14.9, 95% CI 10.8-20.6). That's ... huge. However, most people with a 4 allele have the 3/4 genotype, and the odds ratio there is lower, although still significant (OR 3.2, 95% CI 2.8-3.8). Hispanic's and African Americans have much lower effects, but there could be a sample size issue there; most of the studies in this meta-analysis focused on Caucasians.
Curiously, according to Wikipedia the 2 allele also affects cardiovascular disease risk. It binds poorly to receptors on cells reducing the rate at which lipids can be cleared out of blood. However, the effects of the 2 allele seem much less than the negative effects of the 4 allele. In the meta-analysis on Alzheimer's disease cited above the 2 allele was moderately protective against Alzheimers.
I'm trying to figure out why the ApoE genotyping is a part of the detailed bloodwork I had done over the summer. Sure, if I had the 2/2 genotype I'm at a higher risk of a particular type of familial hyperlipidemia, but the risk is pretty weak; 98% of 2/2 genotypes don't develop that disease, and that's already only 1-2% of the population. I guess they do it because it is the only gene they know how to test for.
On the whole, I have to say this is one not to worry about. Whether you know your genotype or not you ought to take whatever steps you can to reduce the risk of Alzheimer's Disease.
 Lindsay A. Farrer et. al. (1997) Effects of Age, Sex, and Ethnicity on the Association Between Apolipoprotein E Genotype and Alzheimer Disease: A Meta-analysis. Journal of the American Medical Association. 278:1349-1356.