No we don’t say that if you don’t follow a Marja’ then you go to Hell. But between you and Allah you have to be able to justify your religious practices. You can justify it either by:
1- Being an expert yourself and reading the hadiths
2- Following an expert who is qualified
If one is not an expert in Hadith, understanding the Hadith and its context, and comparing the Hadith to others (especially to hadiths that might be contradictory), then one would not be able to derive the proper rulings. That’s why we say if one is not an expert they need to follow an expert or exercise Ihtiyat (precaution). If you are an expert on Quran and Hadith then you don’t need to follow anyone.
Even when you find the hadith on the toes in Wudhu, you must make sure:
1- You understand the hadith properly, and you’d need to know Arabic for that
2- You know the context of the hadith (was it issued in Taqiyya or not, for example)
3- If there are other hadiths that have given different instructions and how to reconcile them