Naaah you can do an official update via Kies without it, but say if your power went during the middle of an update, or something got corrupted, if your recovery/download mode is disabled then you wont be able to save the phone and will have to send it in for repair which might cost depending on how you've done it (e.g. not official) or past your 1 year manufacturer warrenty. To get into recovery mode, you have to press and hold volume up, home button and power button to boot into recovery mode. this is for flashing update.zip files, restoring factory settings and just rebooting the phone if you get in there by accident. Now the download mode is for flashing firmwares via Odin, and its the only way of saving your phone if you flash something and it goes wrong and you can't boot into your phone. Now thats volume down, home and power. A yellow triangle comes up with a little android guy on sweeping up stuff. It's this mode you need if you want to flash firmwares via Odin.
But look at videos and guides on youtube if you want to get into flashing and stuff

BUT im not responsible if anything goes wrong of course

I've semi-bricked my phone by flashing a firmware and it getting corrupted, but they're quite hardy things.