Having someone to correspond with and discuss topics is helpful, but not necessary. I am 50% finished with my MSN and have never utilized a study group.
What I have done, however, is connected with students in the class that I could discuss content with. I'm wildly independent and didn't see much value in study groups, until recently. When discussing an exam with one of my fellow-classmates, I was able to reengage the content and reinforce my learning. What I wasn't sure of, I looked up, which helped with retention and recall. For that reason alone, I would highly recommend connecting with others.
You are going to call on your fellow nurses often in practice and I would recommend learning now how to do that! Creating a group or connecting with others will help you grow professionally.