I put together an upper using a BCM blem upper, BCM bolt, Larue stealth 16" with M4 ramps, larue gas block/tube, and a Geissele MK8 rail, etc.

I test fired it and it functioned properly. I talked to a friend about it later and he said I really should check the head space before firing it again.

So, what do you guys think? Is it necessary? Sorry, I'm a newb.

Ideally, you would check the headspace before firing it the first time.

Because of widespread standardization within the market, the chances of you putting an AR together with dangerously out of spec headspace and becoming injured from your gun detonating is very slim.
That being said, you do not want to become a statistic.

The fact that the gun ran properly suggests that it is in spec, but does not prove it to be so. Only a headspace gauge can literally prove it.

If you want to be 100% certain your gun is safe, you'll need to check the headspace before firing again.

It's never wrong to check headspacing on a new upper you build; or even with a pre-built. I always check them..... now.

Some say preassembled uppers don't need it. But wouldn't you know it, I received an upper a few months ago that wouldn't close on a go gauge. Called supplier. Sent it back. Received new upper and apology from supplier.

To reiterate, I always check headspacing.

You fired yours. It went bang. You know the minimum spacing worked because your bolt went into battery. You don't know where you sit with the maximum spacing. Risky?  Maybe. If your friend has gauges, the answer is simple. If you are already infected with AR disease, buy your own. You'll be glad you did by your 10th build.

Without doing something odd like shimming the barrel or sanding the receiver (still not likely to change headspace)  there is no way to change headspace on an AR anyway.
I am not saying that checking headspace is a bad thing but AR's are not something that headspace can be adjusted anyway. If changing bolts and or carriers changes the headspace then the bolt or carrier is not in spec.
The mating of the barrel extension and bolt / carrier should be consistent from one AR to the next. You should be able to swap bolt carriers from one gun to the next without issue unless a carrier / bolt is out of spec. (not considering wear patterns)
If an AR is not headspaced correctly then the build of the gun is not the problem, the barrel extension and or bolt / carrier is not machined to the correct specs. Trying to reshape the bolt or barrel extension to adjust headspace will effect the heat treating so the parts are likely junk if the do not headspace correctly from the beginning.
The point is that if an AR is not headspaced correctly someone made out of spec parts.

ALWAYS check headspace. I have seen "high quality" barrels out of spec. I even spoke to them on the phone and they said they check all of theirs before they leave the factory and they failed my headspace check. I shipped it back to them and they sent me a new barrel with a letter apologizing that the barrel was out of spec.

I have ordered complete BCM uppers with bcg and never thought twice about headspacing. If I order or build myself with bcg and barrel separate I always check headspace. I keep spare ejector roll pins for the bot after checking headspacing. Takes 5 minutes to do. Note: I have never had one out of spec but It gives me peace of mind

I always check headspace.
Barrel assemblies and bolts have tolerances per mil-spec.
From the rear of the lugs to the face of the bolt the range is .003”.
I have found several barrels that failed the Go gage with one bolt and passed with another, with both bolts within the tolerance range.

Shimming the barrel or truing the face of the upper does not change headspace.
Headspace can be corrected, depending on what is wrong, but unless a person has the tools and knowledge it is not likely to be cost effective.

The headspace specs are designed to insure a maximum tolerance cartridge works in a minimum tolerance chamber.
Factory ammo is typically manufactured to be less than maximum tolerance.
So a person could put a lot of rounds downrange and not know he had a potential problem if the headspace was not checked.

The time to check headspace is BEFORE you assemble the barrel onto an upper.  You just put the gauge into the barrel, take the bare bolt in your fingers, and see if the bolt will go all the way in and rotate.  You do it before because nobody is going to say the barrel somehow is now "used," and it'd be pretty difficult for a vendor to not take it back when you have proof that the chamber is either too short or too long.

I check 'em all.

Yes, you should, but it's too late now. You're supposed to check prior to firing it. Still wouldn't hurt if it will ease your mind.