If you are using hooks, then no not necessarily. How you plan to hang it using some sort of staple or pin, then yes, it would make it easier to hang. How you hang it will also depend on the look you want to achieve with the materials. Light and airy? Secure the tulle to the lights every foot or so. Thin and vine-like? Twist it together and then secure it every foot or so. Want to see more of the tulle? Use 3 lengths of tulle per light strand. Looking for a flowering or billowing effect from the tulle? gather the tulle and then secure it to the lights. Don't secure them together if you want them to hang independently.
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