Nobody says you must make a starter. But the general consensus is that it makes better beer. It helps get your yeast numbers up, only takes a small effort to make, makes you look cool around fellow house dwellers, and several other actual reasons.
A few post with far more information than what I've given
After reading all of the above, I was successfully converted to yeast starters. With the caveat, that the world won't end if you don't make one.