Having a few pre-planned statements in macros helps you say those things you can anticipate without having to type during the run (which for slow typists can be helpful even if they do have a keyboard). But a keyboard gives greater flexibility for being able to respond to questions if you hadn't anticipated them to have a macro set up. I think you'll eventually decide a keyboard is useful, but if you plan ahead enough to have some macros set up, it's not essential that you have it before your first dungeon run.

The most common way of handling keyboard input on PS3/PS4 is with what's called a "Direct Chat" option. That means that whenever you start typing on the keyboard it automatically goes to the chat bar, but the controller is used for everything else (controlling character skills and movement, etc.) That option can also be turned off in Character Settings for players who prefer to use keyboard shortcuts for controlling actions, the way PC players more commonly do.