Yes , your wire needs to be insulated. Wire which is called "magnet wire" will be proper unless mislabeled. It is somewhat rare to find uninsulated copper wire nowdays but you may. You can check unknown wire for conductivity with an ohmmeter or such by placing leads on the surface at various points( there should be infinite resistance). The wire you want has a very light enamel coat which you usually can't directly see. Wire with plastic or vinyl insulation isn't practicle as you can't get enough turns in the field of the flux.