Short answer: For your protection, yes. You must charge something upfront.
While you can use Split by milestones to offer payment plans, deposits, etc, you must charge >$0 for your first milestone.
We heavily advise against not taking any payments upfront because this severely increases the chances of client nonpayment and theft.
Even a 10-20% upfront payment SIGNIFICANTLY increases the chances the client will actually pay at the end.
We built the system to proactively and reactively protect you against scams and opportunities for it. Collecting upfront payments is a big part of making sure you get rewarded for the work that you do.