If you HAD to wear a gi in jiu jitsu, I'd probably have quit a long time ago! The simple answer is "no, you don't have to," but it's a little more complicated than that. Depending on the class or academy you're training at, you may or may not "have" to wear a gi. 

Jiu jitsu is comprised of two different styles: Gi and NoGi. The more predominant "gi jiu jitsu" is just referred to as "jiu jitsu", simply because Brazilian Jiu Jitsu - and it's antecedent, Japanese Jiu Jitsu - have traditionally been practiced in the gi (the term used for the jiu jitsu kimono). Just as it sounds, NoGi jiu jitsu is practiced without the gi.

Practitioners of NoGi jiu jitsu typically wear a snug-fitting rash guard and shorts or "spats" (athletic leggings). The use of a t-shirt and shorts with pockets is frowned upon in NoGi jiu jitsu classes due to safety reasons. When a cotton t-shirt gets sweaty, it stretches easily and your opponent can get a foot caught in the baggy material and hurt him/herself. Likewise, pockets are also hazardous for the same reason. Because jiu jitsu is a very close-contact, physical, and often explosive activity, it's easy to break a finger or toe if it catches in a pocket while your opponent is moving quickly and/or aggressively. 

Most Brazilian Jiu Jitsu academies principally offer classes in the gi, with maybe two or three NoGi classes each week. Many academies don't offer any NoGi classes at all. And very few academies - largely those affiliated with 10th Planet - offer only NoGi classes. 

My suggestion, especially for those just embarking upon their jiu jitsu journey, is to find an academy that offers both gi and NoGi classes. You may find that you prefer one over the other, but from personal experience, practicing in the gi improves your NoGi game by teaching you pressure and precise execution of technique, while practicing NoGi improves your Gi game by improving your explosiveness as well as your ability to scramble and push the pace. 

Whatever you choose, welcome to your marvelous journey. 

Train on... Oss.