No...you don’t have to sleep in shelters...except for the Smokey Mountain part of the trail....I don’t like to sleep in shelters myself...too many mice and it’s warmer in a tent anyways...the best advice i have is be aware of your surroundings but it is hard to do when you have been hiking all day and negotiating rocks and roots....really the best advice is don’t go alone...always hike with a partner for many good reasons.
Thanks for the clarification.
I backpacked the Smokies in the 1970’s and never stayed in shelters, has it changed?