Flight plans are only required for IFR flights in many countries. The VFR rules vary (altitude, area, etc). You can file a VFR flight plan if you want to but it is not required.

On the other hand you can't enter Clasa B airspace (the airspace around large airports) without permission from ATC. You also can't fly above 18,000ft in the US under VFR. That keeps small planes mostly away from the big jets.