Hi Oscarocker,
The whammy bar isn't crucial, it only adds a little emphasis if you want to add tremolo effect to your playing.
For a long time I played and learned tons of stuff without a whammy bar, and even now, I rarely use it. It really depends on what type of songs and styles you're going for. If yo're a beginner, I wouldn't worry too much about it.
Also, what type of guitar do you have? If it's a Stratocaster-style guitar, the bar usually screws in, requiring you to turn it like you would a screw. I know some other ones, simply have you push down and it locks into place, but those aren't as common I think.
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