No, there is no rule that states you have to chat. Some people prefer to just relax, sit back and listen to the music or watch the videos playing. This is entirely up to you. However, common courtesy always applies, and if someone welcomes you to their community, it is often a good idea to thank them and greet them back. Moreover, certain communities have rules towards DJing, such as that you have to talk within a certain timeframe if you want to DJ. A good idea then is to ask if this is necessary (if you do want to DJ) before joining the Wait List.