I have gotten skeptical responses on this for some reason in other threads, but let me tell you my experience with this:
1.) I really baby my devices--I loathe cosmetic damage on my Apple stuff, ESPECIALLY scratches in the screen, so I always make sure everything is clean and grit free before using my Apple Pencil. (Yes, I check the tip of the Pencil as well to make sure there is no grit embedded in the material there either.)
2.) Before my current iPad Pro 10.5", I have owned the iPad 2, the "new iPad" with retina, iPad Air 1, iPad mini 3, and iPad Pro 9.7". I never used screen protectors on any of them until the iPad Pro 9.7". Within a week of getting my Apple Pencil and using it pretty regularly with the 9.7", I noticed a small scratch in my screen that I know for a fact was not there before. Probably just in the coating, as I couldn't feel it with a fingernail, but a scratch nonetheless. I imagined even with my careful use that this might become a bigger problem down the line as I accumulated more scratches--especially in regards to resale value--so I put a glass screen protector.
3.) Not wanting this same issue to happen on my 10.5" Pro, I didn't even use the Pencil on it until I had a tempered glass screen protector.
I have been criticized when stating this same thing in other threads. People say I just don't keep my iPad/Pencil clean enough or I must live in a dusty, dry environment or something like that. Neither of those things is even remotely true. What I think happened is that the universe randomly decided that a piece of grit was going to land on my screen, and it was the kind of grit that was abrasive enough to scratch my iPad screen while using the Pencil. As careful as I always am with my stuff, it still happened.
So my advice--if minor scratches bother you, get a screen protector. They will surely happen, even if they're just in the coating and are not particularly easy to see. I never believe people that say they have no permanent marks on their screens--they're there if you look in the right light. If you get a protector, you don't even have to think about it.