You can if you want to take time to go back and start that class from level 1, but it isnt required by any means. They changed the MSQ to give much more XP than it used to, so you will almost always be ahead.
The only time id say it may be worth it is if you are still on the free trial and your main class is already 60.
As you play and unlock daily duty roulettes for dungeons, trials, etc., thats a great way to level up alt classes while playing story on your main once you get those classes up a bit as well.