You’re under no obligation to choose a license and it’s your right not to include one with your code or project. But please note that opting out of open source licenses doesn’t mean you’re opting out of copyright law.
You’ll have to check with your own legal counsel regarding your particular project, but generally speaking, the absence of a license means that default copyright laws apply. This means that you retain all rights to your source code and that nobody else may reproduce, distribute, or create derivative works from your work. This might not be what you intend.
Even in the absence of a license file, you may grant some rights in cases where you publish your source code to a site that requires accepting terms of service. For example, if you publish your source code in a public repository on GitHub, you have accepted the Terms of Service which do allow other GitHub users some rights. Specifically, you allow others to view and fork your repository.
If you want to share your work with others, please consider choosing an open source license.