You don't have to ride a bike with gears - some people choose to ride singlespeed bikes. These still have a gear - which is determined by the size of the front chainring and rear cog.
Singlespeed bikes are popular among commuters living in flat areas, because they require little maintenance. They're also used by some racers (hill climbers for example) who want to drop weight and cut down on any extra complication coming from the shifting process - in this case, choosing the correct gear ratio is crucial. Finally, track bikes only ever have one gear - though again riders will change their set up to suit certain events.