Yes, so much yes!! And don't get cheap-o walmart ones, either. Fitting, comfortable shoes will make your day so much better. Cheap walmart ones, the insoles will start sliding around after a while. Get quality shoes. There are little water jets that water the walkways in areas, but other areas there are no jets, and are hot hot cement. Plus, random pebbles, or sticks, or other things you can step on. Some rides the lifeguards will make you take them off and hold them, but it's worth it.
If you are going directly into the wave pool, or lazy rivers, you can skip them. But if you're walking from slide to slide, then wear them.