I just got a macro lens but it turns out the subject is not bright enough. I am wondering if I need to buy a macro flash for macro photography?
The flash seems expensive and I am wondering if it is an absolute requirement.
It's not necessary unless you want exactly the effect that a ring flash (or similar) gives.
If you just want better illumination, you could for example buy or build a macro soft box. Alternately, you could buy something like the Orbis, which is a ring-shaped reflector that kinda-sorta makes your speedlight work like a ring flash.
In fact, you have an advantage with macro photography in that the subject is relatively small, so you don't need a lot of light so much as you need light in the right place. So, you could build your own lighting setup with lots of small lights -- even a string of white Christmas tree lights could work. Or buy a 5-meter strip of white LEDs and arrange them to light your subject.
Firstly a flash (or continuous artificial lighting) is not absolutely necessary but makes things a lot easier, especially if you are stopping the lens right down to maximise your depth of field.
A ring flash is usually recommended for macro photography purely because a regular hotshoe mounted flash will be obscured by the lens when you are close to your subject. these flashes are expensive, however there's a much cheaper solution, just get the light off the hotshoe.
You don't need much power for macro, so just about any camera flash will do if you use it off camera. The easiest way is to get an off-shoe cord. A batter solution is wireless triggers. If you want a really low cost option than an angle poise lamp very close to the subject will work.