Depending on the state, and the situation, it may be mandatory that you make a claim for certain defenses available to you under the law. There may be a time limit for you to do so, or you may have to make those claims in a particular document. If you do not make those claims, you may be barred from doing so later on. This is especially frustrating when one considers my previous post, when things you do say can come back to bite you later on.
In order to be sure what exactly to say and what not to say, you should see a lawyer if you need to file court documents. This is yet another reason why doing it yourself (or with the help of a company that sells legal documents you can fill-in) is a dicey proposition.