Do I need a chalk bag for climbing?

A chalk bag is not required, neither is chalk itself, but it is very helpful, especially if the holds are a little bit "over-touched", and if you sweat from your palms.

There isnt a rule that says you need one, but, if you are going to use chalk then I would say yes, you do.

You could put your chalk in plastic containers like many new climbers do, but this is really not efficient, and its very easy for the chalk to spill and get knocked over.