Winding bobbins by hand is kind of like winding yarn into balls for knitting - it’s possible to do it without one, but it’s a lot faster when you have the right tools. There’s a great video from The Woolery about how to wind a bobbin.
You SHOULD practice this, though. The person in the video makes this look really easy, but it’s harder than it looks, at least for me! So far, no weaving mishaps have happened because my bobbin wasn’t perfect, but I still wish I were better at it.
I wind as many bobbins worth of yarn as I think I will need before I start weaving, but it’s no big deal to jump up and wind some more if I run out. It creates a small break in the weaving - I probably should stop and stretch my legs every once in awhile, anyway!
If you're a spinner who doesn't weave, you might still want to consider buying a bobbin winder. They're great for winding storage or plying bobbins!