The grant of copyright protection comes from the Patent and Copyright Clause of the U.S. Constitution. It secures the right of authors to protect their works from usurpation. The requirements for a copyright are pretty minor. The work must be "fixed," and "original." To be "fixed," the work must be sufficiently permanent for perception or communication. This requires fixation for more than a short or fleeting period. To be "original," the work must be independently created and have a minimal degree of creativity.
Copyright protection does not necessarily require registration, but it is required to commence an infringement suit. To have copyright protection, one should provide notice, in the form of the circled "C," or "Copyright," followed by the year of first publication. Even if you have not registered, you should provide this notice. Ideally, you should register, because that entitles you to seek statutory damages and attorney fees in the event of later infringement. If you do not register initially, and only register when infringement arises, then you cannot receive statutory damages and attorney fees.
Now, attorney fees may not seem like a big deal to you, but it effectively adds to any total award you receive, because you would presumably pay your attorney out of your winnings. It is as if you received an additional award for the amount of the attorney fees and paid the attorney with it, rather than paying the attorney from your award without attorney fees. If you have spent a lot of time on a work, the prudent thing to do is to register it within three months of first publication.
People tend to be surprised when they find out that copyright protection theoretically attaches the moment something is "fixed" and "original." Undoubtedly, you have created something with copyright protection in your lifetime. You just likely have not registered it with the Copyright Office.