No. A Nunchuk is not required for every Wii Remote, nor for every game.
When You Need a Nunchuk
Games with analog movement: 3D platformers (Mario Galaxy), shooters (Metroid Prime 3), action-adventures (Zelda: Twilight Princess) use the Nunchuk's stick for movement and Z/C buttons for actions.
One per active player in those games: If a game supports 4-player co-op with analog movement, you'd need 4 Nunchuks for 4 players.
Classic Controller / Wii U Pro Controller support: Many Virtual Console, WiiWare, and retail titles (e.g., Mario Kart Wii, Super Smash Bros. Brawl, Monster Hunter Tri) let you use these instead of Remote+Nunchuk.
Sideways Wii Remote: NES-style controls for many platformers (New Super Mario Bros. Wii, Sonic Colors).
Practical Advice
Start with one Nunchuk. Most single-player games only need one.
Add more only when a specific multiplayer game demands it.
Consider a Wii U Pro Controller (works on Wii via Wii U mode) or Classic Controller Pro for traditional layouts—they're often more comfortable for long sessions.
A Nunchuk enhances certain games but is far from a universal requirement.