Nah. But then maybe. It really depends on the wall. The majority of walls do not need primer first. Unless it is a dark color you are trying to paint over. Even for that I use gray paint as it covers it on the first coat usually then paint with the new color.
The only time I have used primer in any house I have lived in (and I have lived in a lot) was when I was painting paneling. Paint stores will often tell you to prime first..keep in mind they are trying to sell paint... LOL