No, you do not HAVE to use a tee. On par 3's some players play off the turf if they are hitting short irons. But on longer holes where you have to hit a driver or 3 wood it is highly recommended you use a tee so hit the sweet spot with the proper angle of approach. As Jack Nicklaus once said, you don't often get the chance to tee the ball up, so take it when you do.
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