Do I need a base layer with a thermal jersey?

It depends on the temperature and the jersey. Many thermal jerseys are comfortable against the skin thanks to the soft brushed interior, so a base layer isn't strictly necessary above 8°C. However, a lightweight merino base layer adds warmth, improves moisture management, and is easier to wash than the jersey itself. Below 5°C, a base layer is recommended. The key benefit of a base layer is that it wicks sweat away from your skin, so when you stop working hard, you don't have a cold, damp jersey against your body.