No, you don’t. Mediation is entirely voluntary and is unlikely to work if you feel forced into it. The reason why there is an initial individual meeting is so that your reasons for mediating can be explored with you and information given as to what to expect from the sessions.
It is true that the Courts and indeed the Government would prefer everyone to mediate rather than go to Court. It is an option that is worth exploring and you can get further information about mediation without committing to the process at all.