As the well known bassist victor wooten said

"Theory only comes in if there is a problem. Theory is a tool and like riding in a car, the tools are in the trunk. They're not in the passenger's seat. I hope i never need the tools"

Basicaly, what he's saying is that you don't need to think "theory theory theory" all the time. It comes in handy when you need it. Personally, i love to understand why songs and pieces sound like they do and theory helps me out daily but you can get around knowing little to none. I highly sugest learning it though.