Charly, no you don't have to have periods with HRT. I did for years and then was told there was a kind where one doesn't have periods. Have been using it for years. I have two girls who both say, looking at me, that the minute they need HRT they will use it.
I advise doing your own research, Google etc, so you know a bit of what you are talking about and are up to the minute. Research is varied, a few years ago my female GP doctor advising me gave a lot of information and told me to decide what I wanted. There are pros and cons and it's a personal decision. I probably should follow my own advice and update myself and see if any new informative books are worth reading. Regarding research, see who has paid for it. Drug companies are obviously suspect, they will only publish pro results, but lots of info out there. I shall carry on forever, having also taken medical advice on that!