When using almonds, then I recommend you to strain it. Other nut milks made with, for example, cashews, hemp seeds or macadamia nuts, don't always need filtration. But, when using almonds, you won't be able to blend the mixture enough to completely dissolve the pulp. If you do not have any of the equipment described above, then I have seen nut milks strained simply using a fine mesh colander (go slow and scrape with a spatula) or try making a hemp seed milk!