Maybe not. It seems to me that a lot of young writers want to escape so badly into real or imagined worlds, that they start trying to write about places, cultures, and lifestyles that they have never experienced (I am definitely guilty of this!!). However, this leads to a story that is generally unrealistic, and could be called out as improbable by anyone, but especially anyone who has had actual experience in the field.
Occasionally, it is true, that a writer can write about something via reports, stories and interviews, but unless your specialty is in research journalism, or you are a genius at researching, it is probably a good idea to stick with the familiar, at least for your first few stories.
That doesn't mean that all you can write is nonfiction! Try putting a new story in a place that you know very well, or creating characters based on people you know, but in a city you are less familiar with. Beginning writers can certainly branch out into new locations and cultures, but it is probably a good idea to start from a point where you already have some experiential knowledge.
There are definite advantages of writing from your own experience. For example, I recently wrote a fictitious short story about two women who had a conversation at the SC State House, an area with which I am very familiar. It was very nice to be able to concentrate on creating the two characters, without having to create a whole new location from my own imagination.
Additionally, if you write about local areas, your work has an added interest for the people who live near the area. Many bookstores host events to promote local authors, and sometimes the city or county council will do the same; pretty nifty, right?
Whatever you write, whether it be located in your own backyard or in a galaxy far, far away, just remember - your main audience should be yourself. Write things you'd want to read! Write from your own experience and point of view. At the risk of sounding like a cat poster, do as Oscar Wilde said and "Be yourself, everyone else is already taken."