I was at Dunns River Falls this spring. You most definitely need shoes! Water shoes or beach shoes are fine. I believe there was a stand there that you could get these if you needed them, but they aren't expensive and you can probably find them in places like Walmart cheaper. I have a pair of Sketchers that are like a small running shoe with a criss-cross strap that worked great. These too can be found at Walmart or shoe stores. One tip, you cannot take anything with you while climbing the falls because it will get WET! Our guide kept our cameras and followed us up the walkway and took pictures from dry ground. Also we left our knapsacks in the tour vehicle, which meant we had no money for all the vendor stalls, which was actually great, because they are very persistent salespeople and we avoided that conflict. Other than that it is a great experience and very refreshing.