How can I soften hard water

Do I have to adjust the recipes if I use hard water?

Hard water can affect several things. If you cook fruit or vegetables in it, the softening is slowed down by the dissolved calcium - it strengthens the cross-links in the cell walls. I'm not sure how strong the effect is. If you cook vegetables and find that they get soft enough fast enough, or that you like them that they don't get too soft, then you probably have nothing to worry about! But for things like dry beans (as mentioned by FuzzyChef), where softening is vital, real problems can arise.

A bigger problem could be bread, which is likely the primary baked good that you actually use water in - and which makes up a large portion of the dough. Once again, the dissolved minerals help cross-link so that you get a firmer batter. I looked around and found this newly published article from the Bakers Journal on the effects of hard water on baked goods, which states that water above 200ppm calcium carbonate is not good for bread making, but that you can do so by using extra yeast and can compensate for the addition of acid. I don't want to quote the whole thing here, but it's covered in more detail, so it's worth a look! Personally, I would be inclined to avoid the problem by using softer water for baking bread whenever possible.

The information in the linked article is also taken from On Food and Cooking, a great general book on food science. I have no personal experience with hard water cooking, so unfortunately I cannot vouch for the completeness of my answer!