yes, you can quilt without a thimble. I think it's a matter of the technique you use. There is no wrong or right, whatever works for you is okay. I have never got used to a thimble and because I am self-taught my way of quilting is not the "regular" rocking stitch. I do single stitches, but not stab stitching. Maybe you are interested in seeing how it looks like, here you can find some pictures:
My Way of Handquilting
Enjoy your hand quilting time!