Yes, you do.
When can I file for 2017?
Downloads for 2017 federal desktop software are currently available; online TurboTax became available on November 30. State software typically takes longer to be available, so do not expect to be able to prepare a state return until later in January (at least).
Some federal forms are not finalized yet pending tax law changes that are still being worked on. Until the IRS finalizes forms for 2017, TurboTax has to wait to finalize forms in the software. Many state forms are likewise not finalized.
Do not try to prepare your return using your pay stub. The information on your pay stub will not match the W-2 that will be sent by your employers to the IRS. Trying to file early and then ending up having to amend because you used incorrect/incomplete information is counter-productive. If your return is incorrect, and you have to amend it, it will take months for the IRS to process your amended return.
Employers, banks, Social Security, brokers, etc. have until the end of January/early February 2018 to provide you with the documents you will need to enter on your 2017 tax return.
The IRS will not be accepting and begin processing returns until January 29. They will not begin issuing refunds until at least mid-February, and they say not to expect your refund to arrive before the end of February.
https://www.irs.gov/newsroom/irs-statement-on-2018-filing-season-start-date
https://www.irs.gov/newsroom/get-ready-for-taxes-plan-ahead-for-2018-filing-season-to-avoid-refund-d...
https://ttlc.intuit.com/questions/1908857-forms-availability-table-for-turbotax-state-except-busines...
https://ttlc.intuit.com/questions/1908857-state-forms-availability-table-for-turbotax-individual-per...
https://ttlc.intuit.com/questions/2580838-when-will-i-be-able-to-import-my-1099
https://ttlc.intuit.com/questions/1934390-how-do-i-import-my-W-2
https://ttlc.intuit.com/questions/2588751-why-can-t-i-import-my-w-2
Tax Preparation Checklist
https://turbotax.intuit.com/tax-tips/tax-planning-and-checklists/tax-preparation-checklist/L7LHiDqGJ
**Disclaimer: Every effort has been made to offer the most correct information possible. The poster disclaims any legal responsibility for the accuracy of the information that is contained in this post.**
