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its good practice to have a general idea of what you want to make and usual drawing principles apply to pixel-art but pixel-art also has a lot more room for breaking the rules
But there's only design technique and philosophy behind all that - nothing biblical.
You should find a copy of the ebook from Michael Azzi called "Pixel Logic" if you want some good explanations for all sorts of common techniques like outlining and similar.
But as others have said, there's no rule that says you must. Personally I will use shaded outlines or no outlines more often than not. Shaded outlines are just color-saturated outlines that blend into the sprite and can convey shadow or highlights without entirely giving up the the idea of an outline.
I find it keeps sprites from looking too soft around the edges when necessary to do so.
don't forget anti-aliasing outlines or better known as Sel-Out
these can convey the shape as well as shadow and highlights