Partially correct: You won't be able to certify (sign) another persons key without your own, but you can indeed verify signed messages without your own key pair.  Technically you don't even need to download the public signing key.  The results will indicate that the message was signed by xyz key, but also mention that they key is unknown or unavailable.  As long as you're willing to confirm that key xyz is they key you expected to have signed the message you don't actually need any keys in your keyring.