No, not every story has a villain, or to put it another way, a primary antagonist or obstacle who is a person of malign intent working against the protagonist. The general consensus is that a story needs conflict and obstacles for the protagonist to overcome, but they needn't be presented by a villain.
To boil it down, a plot could have a person working against the protagonist, or presenting as an obstacle, and many do. But that person doesn't even have to be a classic villain. They could be a decent person who simply has different goals, or even be an ally who gets in the way. Or heck, the protagonist could be the villain, in fact, but the story has the reader rooting for them anyway.
Or the protagonist can be their own obstacle. It could be because they have an internal conflict, or a serious flaw or weakness that protagonist possesses, or even a fear that stops them from doing what they must until they find a way to overcome it. Most tales have inner conflict of some kind, but it's possible for this to be the primary focus.
The obstacle could also be something "natural." It could be a animal or creature of some kind, or an event like a natural disaster or plague, a war that isn't against an evil empire or dark lord but still serves to keep the protagonist from achieving their goals. Or the obstacle could simply be a specific set of circumstances (imagine a romance where a class difference between the protagonists is a major obstacle to their forming a relationship), or even the simple vagaries of bad luck.
Obstacles and conflicts can be presented by combinations of these factors too.