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It depends on what you mean by "have to restart".
If you mean start a new character, no, you don't have to do that. You _can_ start a new character at any time. Each character you start has a separate save file, and you can have hundreds of different save files. But when you finish the main story with a character, there is still a _lot_ that you can do with that character.
There are 3 "modes" or playthroughs. When you complete the last story mission in the main game in the first playthrough (Normal Mode), you unlock the second playthrough (TVHM). When you complete the main story missions in TVHM, you unlock UVHM, where things start all over again. And UVHM actually has a "reset" option that can be used at any time, so you can complete some missions in UVHM, reset, and start UVHM over, at your current level (eg. to get mission rewards at a higher level).
When you start a new mode, you restart back at the first mission (technically, UVHM skips the very first part of the main story, but everything is the same after that). And, as already mentioned, there are limits to the level for each mode (although some DLC can go up to 35 in Normal Mode), so if you want to fight higher level enemies and get higher level loot, you have to move on from Normal Mode to TVHM, and eventually from TVHM to UVHM (if you have a level cap increase), so you "have to restart" the main story, in that sense.
But the side missions and DLC are a bit different. Your mission progress is saved separately for each mode (Normal Mode, TVHM and UVHM), so you can do side missions or play the DLC in any mode, or every mode. Your call. And you can switch between the unlocked modes at any time. So, for example, you can start TVHM, and then switch back to Normal Mode at any time and complete some unfinished side missions or play some DLC. Of course the level for an earlier mode will be limited, so you may not find any gear that's useful to a higher level character, but the option is there.