Yes, you will need another switch to control your fan independently of your lights. Normally, power is delivered to the junction box where the switch is located. You will want to replace that junction box with a double box, and use the same power source for both switches. Then you'll need to run a new cable from the new switch to the fan. I'd recommend running a 3 conductor cable (plus ground) to the fan so that if you decide to add a light fixture to the fan at some point in the future, the wiring will be all set.

I'd recommend purchasing a book like "Wiring Simplified" before you undertake this project. It's not all that difficult to add a fan, but it would be a good idea to understand the basics before you start.

Is there attic space above the bedroom?

If you are going to use a remote for the fan and possible light kit later you will not need three conductor. Almost every fan I have installed lately, last four or five years, has been operated by remote control, no need to get up and walk to switch and no need for two hot wires.