No. You do not need an agent to begin training, create work, perform in student or independent projects, or learn how the business functions. You can start building skill and materials before representation makes sense.
An agent becomes useful when your work is ready to be submitted professionally and you have something clear for them to represent. That usually means current headshots, a focused résumé, usable footage when available, reliable communication, and the ability to prepare an audition without being rescued. In Toronto, many professional opportunities are accessed with an agent, but representation is a working relationship, not proof that you are finally legitimate. Research agencies, ask trusted actors about their experience, and read every agreement carefully. Build enough ownership of your work that an agent can open doors without becoming responsible for carrying you through them.