The CPF Number as described in Wikipedia is otherwise known as the Cadastro de Pessoas FÃsicas (CPF) â€“ Portuguese for Natural Persons Register â€“ is a number attributed by the Brazilian revenue agency (Receita Federal â€“ Federal Revenue) to both Brazilians and resident aliens who pay taxes or take part, directly or indirectly, in activities that provide revenue for any of the dozens of different types of taxes existing in Brazil. By means of this universal number the Federal Revenue computers can estimate the income tax that is due.
The possession of the CPF is not required, but it is absolutely a prerequisite for a series of operations like opening bank accounts, getting or renewing a driver's license, buying or selling real estate, taking loans, applying for jobs (especially public ones), getting a passport or credit cards.
It does not make mention of it being a requirement for importation made by individual customers.
Hope this helps a bit :)