No, you don't need a cell phone.
If I'm in a country and I don't know anyone there, I do not worry about having a cell phone. Who am I going to call? I do carry an iPod that works with wifi to IM my family in the evening to let them know I survived another day. I don't confirm reservations...let them try to kick a gray haired female out of the hotel who has the paperwork, I say. Easier to deal in person. Never had a problem. I don't google directions. I look at a map before I leave my hotel. I find my own restaurants, so I don't make reservations. And I wander. I use my head. Also, it is my understanding that in Europe if you dial the country's equivalent to 911, it has to work on your US phone, sim card or not, although once I leave the country the phone is put away in my suitcase so no help there. However, everyone else has cell phones and I'm sure a resident of the country would help me if I needed help. In fact, on our RS tour, two members could not find the bus after Olympia and the museum. They asked a ticket person to telephone the guide to get directions or, in this case, the bus picked them up. I used to travel with no reservations and it was freeing, but feeling more settled now in my more mature years I make reservations. The great thing about traveling is letting go and taking some risks. Getting out of you comfort zone. Getting out of your routine. I want off of the electronics and speak to people and see the sights where I am. No cell phone.
Oh, and I arranged for a pick up at the airport in Greece. I informed them I won't have a working cell. It was no problem. They knew what flight I was coming in on and met me.