Yes, you MUST. That is just how Go does things. If you don't do this, then of course things are going to blow up at runtime. Your "unless" is the same as saying in a language like Java: unless you rescue the exceptions, the program crashes! Yes, clearly.
Personally, I love Go's error handling. I made a joking tweet one time that over 10% of all lines of code in Packer are "if err != nil". That is still probably true, but I don't think its a bad thing.
We also make Serf, which is powering some pretty large infrastructures out there, and we've never ONCE had a crash in production. Not once. We've had errors, but they were logged and handled. I attribute this to the fact that we were forced to handle every error.
Some people like exceptions, but I've always liked Go's way of things in this department.