Of course you need NEO in your wallet. How would you send out NEO if you don't have NEO? Also, you don't have to have NEO on your wallet to receive NEO.
You can buy NEO on exchanges like Binance[1] using BTC/ETH.
[1]
https://binance.com/Thank you very much for your explanation,, now i understand how it's works... so i must go to binance first to buy some neo and then sent to my neon wallet ,