No. A loading phase is optional. A 2021 review in the Journal of the International Society of Sports Nutrition calls the idea that you must load a common misconception: taking about 3 to 5 grams of creatine a day without loading still raises muscle creatine stores and improves muscle mass, performance, and recovery compared with a placebo. It just takes longer to reach full saturation.
In the classic comparison study the review cites, muscle creatine rose by a similar amount (about 20%) after 3 grams a day for 28 days as after 20 grams a day for 6 days. Loading, typically about 20 grams a day split into smaller doses for 5 to 7 days, mainly makes sense if you want the full effect within a few weeks. If you plan to take creatine for longer than about 30 days, or want to avoid the weight gain that sometimes comes with loading, the review says a steady 3 to 5 grams a day for at least 4 weeks works too.
Image: Creatine monohydrate powder; Awkwafaba, CC BY-SA 4.0, via Wikimedia Commons.