As with many things in life, it depends. For a lot of people, if you have a guide, someone who can tell you what's what about the diet you're going to, no.
But different people are different. I think it's important to note that even if you have a guide on your transition, such as an exciting new romantic partner, it's probably useful to try out each new sort of food you'll be eating, because if you just suddenly flip your diet and have a problem with something, you won't know what that something is. The more your diet will be changing, the more this might matter.
A couple years ago, I met a new friend who was interested in going vegan. However, it wasn't her top priority, and she'd not yet actually started doing any research on it. My ex and I are old-school vegans - no meat, dairy, or eggs, and the three of us got along very well, so she just started eating meals with us, attempting a change that had taken us years with virtually no transition.
It didn't work; something in our diet is very problematic for her. We're not sure exactly what it was, but she's stubborn enough she tried really hard to adapt to the new diet, and when she finally gave up, she basically gave up almost completely. She's now really reluctant to even try a slow transition that would help her identify exactly what was problematic about the diet, because of how intensely unpleasant the trying really hard in the face of her GJ system telling her no.
I'm not attempting to claim that she should necessarily try to transition, because I don't know what her issues are. I've seen what she went through, and I wouldn't want to put anyone through that. But she continues to make comments indicating she's unhappy with her diet. I would like to think that having a more gradual transition would have either helped us better identify exactly what dietary change caused her issue, or give her body enough time to adapt to it.
Just to clarify, there was nothing in our diet that was completely foreign to her. The closest to that was seitan, but she certainly had wheat before. But the amount of gluten, soy, and various veggies went way up.
Most of the people I've heard making sudden transitions to vegetarian or vegan diets didn't have these sorts of issues. But different people are different. My friend isn't the only person who I've met who's had an issue with a no transition plan transition. She's just the only one I've actually witnessed going through this.