Yes and no.
Yes in the sense that learning from people who have more experience/skill than you is always a smart idea.
No in the sense that, if you cannot identify "a mentor," this doesn't mean you cannot be or are not a good developer. Also, This doesn't mean you have to even identify someone as "MY MENTOR" at all. For example, I don't have someone that I would call "MY MENTOR" as in, someone who full-time mentors me. However, I have a lot of really smart folks I know whom I can run ideas by and ask questions to whenever needed. Therefore, I have mentors.. But none of them are "full-time mentors of Todd" if that makes sense. I sometimes don't like the advice "get a mentor" because it implies that there is some formal mentorship that happens when in reality, you are probably just two colleagues sharing knowledge. You want to be able to help that person too where needed and even if they've been doing it 15 years and you 1, I guarantee they can learn some things from you too. You should not burden anyone for your education.
Also, although I identify as a self-taught engineer, I feel the concept is somewhat silly. For example, what does "not self taught" really even mean? There are no college classes or degrees that can really make you an engineer... You have to do that yourself anyway. Plus, if I'm self-taught by reading books, coding, and asking questions... Am I really self-taught??? No. I'm a student of the books and folks I ask question to.
Finally, many great mentors will simply guide you in the right direction and tell you to "figure it out" anyway.