I never used one at first, but then I tried 1 and yes you need at least 1, I think I might have 8-10, with different threads on them, i have 3 of these, they work pretty well.
https://www.ebay.com/itm/Fly-Tying-Thread-Bobbins-Set-of-3-Double-Flared-Tube-FF104/251924671027