Yes you do and here they are.
Azura-2
Sheogorath-2
Namira-5
Vaermina-5
Sanguine-8
Nocturnal-10
Meridia-10
Peryite-10
Malacath-10
Melphala-15
Hircine-17
Molag Bal-17
Clavicus Vile-20
Boethia-20
Hermaeus-20 plus you need to complete all the other quest
that, plus i'd think so if it says level 2 or level 10 required, or any other level requirement