It's not needed or necessary. However, the introduction of complex numbers into the analysis of wave equations can very substantially reduce the effort required to solve and understand them.
The way I like to think of this is that when you have something oscillating sinusoidally, it's easier to do the math if you think of it as going around in a circle where one of the two dimensions the circle needs is imaginary.
cos(theta) = Re(exp(i*theta)) = Re ( cos(theta) + i*sin(theta) )
The real oscillation is just the projection of the complex oscillation onto the real axis.