Not at all, although PFSense is based on BSD rather than Linux. It's incredibly full-featured (with even a complete and polished web UI) and pretty easy to configure and operate, and definitely where I'd suggest starting.
As another FreeBSD-based alternative, there's the PFSense fork OPNSense [1], which started out as a fork of PfSense after the Netgate takeover and complaints about their openness and support for the community.