hell no, you dont HAVE to start with a trainer.
you might actuly learn faster on a low wing sport plane that has good manners, i just had a student go solo and he was using a President funfly all the way.
not a self stabling plane, but its stable and prectibale.
best bit is, you can move on to aerobatics sooner
things like Magics also can make good trainers, but teach bad use of throttle if you let it, you need sommit a bit heavier.
the Wot 4 is a good one if you can get one, too late now to check your location.