You might need a preamp. You can either try it or measure it with a multimeter.
Typically regular acoustic microphones put-out millivolts but a piezo vibration sensor sometimes puts-out more.
It does put-out AC so you either need to bias the signal or otherwise protect the input from negative voltages.
Bias circuit
The bias circuit should will give you a reading of about 512 with no signal and that's normally subtracted-out in software to get the true positive & negative readings.
Protection circuit
The protection circuit "kills" the negative half of the waveform and the distorted waveform is no good for any kind of frequency analysis. It just gives you the amplitude. But, it does allow you to use the optional 1.1V ADC reference if you need more sensitivity. (You can't use the 1.1V reference with the input biased at 2.5V.)
Since your sensor has a capacitively coupled output you can leave-out the capacitor from these circuits. (The capacitor also means you need a DC reference/current path to keep the Arduino input from "floating", which both of these circuits provide.)