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No! Wikipedia's expectations and requirements for references are built around one big concern: critical readers and editors should be able to find the original source using the citations available on the page. The only other requirement is that the citation style should not vary within articles. If you edit an existing article, you should follow the citation style already in use for that article.

This means you can use whichever citation style you are comfortable with (APA, MLA, etc.) when writing a new article, but there are some big advantages for using inline citations. First, most of the citation styles are designed for print, not for a website where readers can follow links to footnotes quickly and easily. They're also designed around writing using far fewer references than the average wikipedia article. Multiple citations per paragraph (or even per sentence) are not uncommon and inline citations are much easier on the reader than repeated insertions of author-date-page.

Inline citations also come with a lot of supporting tools in both the Visual Editor and the wikicode editor, and they are much more common on Wikipedia, allowing for your fellow editors to quickly and easily see what you've added and edit things as necessary. So while you don't have to stick to a particular style of referencing, there are good reasons to choose Wikipedia's common style of inline citations.