Can I play without a MOONROVER NFT?

Yes, only if you own an AGENT1 NFT.
Without a MOONROVER NFT, you will be using the generic and default MoonRover during the mission.
With a MOONROVER NFT, you get a better or upgraded vehicle, and even possibly some super rare ones.

Do I need an AGENT1 NFT?

If you hold both AGENT1 NFT and MOONROVER NFT, your AGENT1 software will affect your MoonRover, upgrade its traits, and you get to customize your vehicle in the Moonlanders Metaverse.