Do you need to pre-heat a gas oven?

Yes, preheating warns up the entire interior of the oven which is important for keeping the air hot such as when you open the door. It helps the oven bounce back to full heat much sooner. If you don't preheat, it will take several minutes before the oven reaches proper cooking temps, and interfere with even heating.

If you want to see the difference most dramatically, bake some chocolate chips. First without any preheating and then when those are supposed the be done, do another batch and bake them for the same amount of time.

If you are baking something for an hour or more, it may not make much difference, but shorter baking times can be dramatically affected.

Related question (and answers) here. Summarizing some points and adding some of my own comments:

It depends on what you're baking. You certainly won't have your oven up to any high temperature in a minute. (If heating to, say, 500F or above, some ovens could take 10-20 minutes or more to achieve temperature.)

And even if you have a gas oven where the flames are visible and you can immediately feel heat radiating, baking is often not just about the temperature from the heat source itself. Many types of dishes depend on being surrounded by heat radiating from the interior surfaces of the oven on all sides (which only happens when the oven is completely hot). If heat is coming primarily from one direction, the food many cook unevenly.

Note also that the heating element will stay very hot continuously while the oven comes to temperature, possibly for 10-15 minutes or more; any food which can be hit directly by heat from the element could burn. Once the oven is hot, the element will cycle on and off, lessening that problem.

Some foods are very sensitive to temperature when baking (e.g., pastry); others are very forgiving (e.g., casseroles). If you want to be sure your food cooks in a very particular way for a very specific amount of time, you definitely want to preheat. Even for temperature sensitive foods, there are often ways to modify recipes to allow for starting with a cold oven.

I know many people have been experimenting in recent years with baking from cold ovens to avoid wasting energy. It's possible to do with many recipes, but others may require significant modification or may not work at all. If you don't preheat with a recipe that says to, be prepared that it will take longer to bake and may cook in a different way (potentially requiring you to move it up or down in the oven, foil part of it, etc. to get it to even doneness).