Do you think it's okay to not have an opinion on something?

Yes, absolutely. There are enough issues in the world that you probably don't know about a lot of them. And even once you are made aware of an issue, you likely don't have enough information to form a well considered opinion. It's also possible that you will never have enough information on an issue to have a well formed opinion. You only have so many hours in a day and, unless an issue impacts you directly, it's quite possible that you just won't have the time to put into it. There's no reason to feel bad about this, the issues that are most important to me may not be the issues which are most important to you.

How important is it to educate myself and ask questions?

Very important. If you are going to have an opinion on something, you should try to have a basic understanding of the issue. You'll never be an expert on everything; but, for issues which you truly care about, you should have at least a passing understanding of the subject matter. Also, asking questions is always good. If someone is trying to shutdown your asking questions, you should start questioning that person's motives.

Do you feel that pressure to have an opinion on everything?

Nope. One of the big secrets of life is learning to set boundaries. Just because someone else is incredibly passionate about something doesn't mean you need to be. Learn to tell people "fuck you and the horse that came on you". If that bothers them, then that's their problem, not yours. This isn't carte blanche to be an asshole, you should still strive to be a good person and act in pro-social ways. But, it does mean that you can draw a line and not have to own everyone else's problems all the time.