Must have? Not really. But for most Orthodox Christians, I think that they have one of Christ, one of the Theotokos and one of their patron saint(s). The amount is really a subjective detail. At the same time, remember that St. Seraphim of Sarov (whom we commemorate today) spent his life in the wilderness with only an icon of the Theotokos. I'm sure that many of the desert fathers and hermits also didn't have icons. It's not how many, but how you use what you have to enlighten your prayer life.