Well, basically you don't "have to", but it will be a huge waste of performance if you use it just for games. You don't get much of a boost from your storage device in terms of gaming. The only thing you'll achieve is faster initial loading (when you start the game) and faster in-game loading screens. However, if your OS is on the SSD, your whole system will benefit from that and everything will be much faster and snappier.
So basically it's up to you, but I'd strongly recommend that you use the SSD for your OS, and if you have some space left on it, you could put a couple of games on it (the ones that have a lot of loading screens e.g. games like Skyrim).