No, you don't need to have a core set to be able to play Marvel Champions. You can buy a villain expansion together with a hero expansion and you're able to start playing right away. However, it isn't really worth it, because the core set provides much more value for your money. While the core box is more expansive than two expansions, you'll get 3 villains and a total of 5 heroes in the core box that'll last you a lot longer than just the 1 hero and the 1 villain.