If you're new to Twitter or even if you're not new being interactive is key in now only gaining, but retaining Twitter followers. Of course this requires time and depending on how active you are it can take a lot of time. It's important enough though to not ignore. There are some great programs for managing your social media platforms and many things can be automated. One of them is thanking new followers.
If you've never used IFTTT (If this, then that) you are missing out. There is a recipe that is already available that will send out a thank you to your new followers, as they follow you. Think of the time that can free up!