Is it necessary to autoclave an agar plate/PDA MEDIUM?

Yes, it's absolutely necessary that you autoclave ANY media before you use it. If you don't, it will be contaminated with all kinds of bacteria that you don't want, and when you incubate it, you'll end up with a big pile of crap. Yes, you want to grow bacteria on it as part of your experiment, but you need to control WHICH bacteria are growing. You can't do that unless you start with sterile media.