In my country you have to pass the basic level dressage test before you can start showjumping, and have to pass the basic level showjumping course before you can start eventing. This is to make sure you can control your horse in dressage before you jump, and can control your horse and guide it around a course before you bring it into eventing/ cross country. Once you passed them you don't have to redo it when you have a new horse.
Its really helpful to get all of your skills to a higher level and then you will feel more comfortable and so will your horse with doing x-country also if you want to do 3 day eventing than the show jumping is a very good fundamental
I think it’s recommended but not necessary