When you buy an iPhone and get service with AT&T, you will be required to get minutes (for talking on the phone), and data (accessing the network for any number of reasons, including visual voicemail, e-mail, many many many apps, Google, iTunes, YouTube, weather, web browsing, etc. Any time you do any of those things, you need a network connection. That can either be wifi or AT&T's data plan.).
You may decide to get a text plan, which will include MMS starting September 25th, but that is optional. Voice and data are not optional.
Oops, just saw you're in Canada. I know they do things differently up there (including having MMS since 3.0), but I'll defer to our Canadian posters to help you.