No you don't. You can sell stuff on Craigslist for bitcoins. You can mine. You can buy coins in person from a friend/from localbitcoins. You can receive remittance from your oversea family in bitcoins. You can buy them from a Bitcoin ATM. Etc. There are tons of ways to acquire bitcoins without "having" to use an exchange.
No you don't. You can sell stuff on Craigslist for bitcoins. You can mine. You can buy coins in person from a friend/from localbitcoins. You can receive remittance from your oversea family in bitcoins. You can buy them from a Bitcoin ATM. Etc. There are tons of ways to acquire bitcoins without "having" to use an exchange.