Do you need a license for stick insects?

No they don't need a license the only one that does is the Lord Howe Island Stick Insect thought to be extinct for 50Yrs but rediscovered on Balls Pyramid.

Not true if you're in the U.S. Most, if not all, species require a license because of the threat that they'll escape captivity and become an invasive pest. (Despite the fact that cold winters in most parts of the U.S. would kill any that escaped captivity.) Licenses are generally only granted to zoos and universities, so the chance that you'll be able to keep a stick insect as a pet is rather unlikely. Legally, anyway.