No, you can start with it. There are some plot strands that continue from the previous book, which is also very good, so if you care about that sort of thing you could start with The Small House at Allington, but I don't think it's necessary.
The whole series is worth reading, though. I'd say the first three books, though good, are the weakest; after that it just keeps getting better.
― Lily Dale, Friday, 12 June 2020 19:15 (three years ago) link