It is recommended, but there is certainly no requirement to visit each biome, or even in this order if you don't want to.
This walkthrough merely aims to provide a logical order of progression through Terraria’s many different biomes, generally in order of increasing difficulty. You are free to set your own goals and follow through with them, whether you are a builder, fighter, explorer, collector, or whatever else. Terraria is an open-ended game: Players are not forced to go anywhere or do anything. When progressing through Terraria, many players can be confused about where they should go and what they should do next. New players may also want to refer to the Getting Started Guide.
