1st Build: Do I have to use thermal paste on stock i-5 2500 cpu?

I just started today building my first system.

I bought a combo from Newegg Intel i-5 2500 and a Gigabyte GA-Z68M mobo.

I know I have to use thermal paste if I use an aftermarket CPU Cooler/Heatsink.

But do I have to apply it if I'm just using the stock Cooler that came with the i-5 CPU? It looks like it already had a small octagonal pattern of something gray on the bottom of the Cooler which I assumed was pre-applied thermal paste or compound.

Thanks.