Scratching is part of natural behaviour.
The time to investigate is if the scratching gets so intense that hairless areas appear or if the skin gets red spots, red or moist and infected.
Itchy skin can be caused by many different things, including fleas, mites and other parasites, bacteria, microscopic yeasts, ringworm, allergy towards food, pollens or house dust. Discovering the cause can be difficult, but it must be done if you want to know the most appropriate treatment.
The best advice is, if your dog licks or scratches too much and the skin looks bad, talk to your vet.
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