You can set up your website any way you want. If you want a blog, it's easy to add a blog page to your website and start writing. If you don't want a blog on your website, don't add a blog page and make your website however you'd like.
Blogs are one of the most popular personal websites available, but your website is for helping your business grow, getting your resume/portfolio page seen or sharing your hobby with the world. Plus, you can always change your mind later and add a blog at any time with just a few clicks.