You don't have to have one but sometimes they make it easier to move files from a computer to the device. If you own a digital camera it has a SD Card in it or something similar. Target, WalMart, Best Buy and just about everywhere else sells SD Cards. They are cheap and start at around $10 for a 4-8gb version. If you have a Fry's Electronics near you they will offer the greatest choices. So I would recommend getting one if you plan on downloading content from other sources, want to copy PDF files, etc from your computer to the eDGe, etc.

Good luck!