Yes.
If you have a guitar without tremolo or with the non locking tremolo, make sure to change or adjust your nut for the new strings.
The risk if you do not do it:
Bad tuning stability (if strings are heavier) or noise at the zero fret (if strings are thinner).
For those who have a Vigier with a Teflon nut:
We have 3 type for guitars: 9-46 / 10-52 / 12-56
We have 3 type for basses: 40-95 / 45-100 / 50-105
If you are using a tremolo equipped guitar, you can follow this guide:
http;//youtu.be/j-urIpWsFcs