You don't have to have one, and coming from someone who has had their fair share of idols and role models (none of which were famous), you don't just HAVE one...it kind of just happens.
Here's my crazy take on it:
I went through a really atrocious time with depression. My parents got divorced, my mom was out ever single night until 1, my sister was at college, my grades were down the tubes, I would come home from school and literally just sit on the couch until 11, then do some homework if any, and just watch TV until 4 and wake up at 6, sleep through my classes, and start over.
I've always had 'idols', I've always called them. They are always older girls whom I know. No one famous, ever. Because these people lived in my town, they caught on to my idolization. They didn't realize that they were helping me get out of my depression, but by talking to me, showing me kindness, loving me and showing me how to be a real person, I was able to hang on. I adored these people. I wanted to be just like them. They were happy, smart, friendly, confident, and I eventually became like them.
They're in college now and although I miss them, it's amazing to look back and know that the reason why I'm so confident, studious, independent and the exact opposite of my deprssed self becasue of these normal, avergae people, is astounding and inspiring.
You don't need a role model, but others might.