It is a legal requirement in Germany to have a valid health insurance. Proof of sufficient medical insurance is probably already one condition you need to provide for the Visa application, at least temporarily. This health insurance should be valid in Germany and cover your travel and at least the first time of your stay. Therefore, please check beforehand whether your national insurance is sufficient for Germany, otherwise take out a travel insurance. To transfer your health insurance might be possible if an insurance agreement between your country and Germany exists or if EU rules apply.
Shortly after your arrival, you have to ensure that you have comprehensive health insurance cover during the entire period of your stay. The administration and the WO will be happy to help you with arranging such a contract and answering your questions.