You don't generally need a certificate in addition to perform key exchange over email, though that is an option, because you either know and trust who you are manually exchanging keys with or the remote user is already trusted because you are both on the same server that is automating the exchange. On the web everything is anonymous so there is no trust without that certificate. If you really want one though modern email clients will allow you to create a personal certificate and digital signature to establish identity.
Key exchange isn't meant to provide identity. That is what signed certificates are for. The keys are only there to provide distributed encryption. Most modern email clients will allow you to generate a certificate for your emails with a digital signature.