No, this is a common mistake. Often the true severity of an injury is not known right away. If you felt something snap in your back or shoulder while lifting a box or tripped and twisted your ankle on an upturned corner of a rug, tell your supervisor as soon as possible. You don't necessarily have to file a claim unless you seek medical treatment, but you must alert your employer of the incident within 90-days.
Waiting leads to questions and skepticism from the insurance company. Why didn't you seek medical treatment sooner? Was an incident outside of work the real cause of the injury?
Your employer cannot penalize you for filing a workers' compensation claim. It also cannot prohibit you from making a claim or force you to say the injury happened at another time. An employer has five days to send your claim to its insurer.