No.  You do not have to "go to sleep" every time you have anesthesia.   There are four different types of anesthesia, and you’re only completely unconscious with one of them.

• General anesthesia is what many people think of when they think of anesthesia and sleeping during surgery. It is typically used for surgeries in areas such as the abdomen, chest or brain.  You may also need general anesthesia for long or complex surgeries. You are completely asleep, including a breathing tube and being on a ventilator. 

• Intravenous (IV) monitored sedation is also known as “conscious sedation,” or “twilight sedation”. CRNAs use a combination of IV sedation along with local or regional anesthesia to make you more relaxed and comfortable, but not totally asleep, and breathing on your own. It’s mainly used for shorter, less complex surgeries. It is common to not remember anything during your procedure. 

• Local anesthesia involves numbing a specific part of the body to prevent pain during surgery or other procedures. It’s often used for dental work — the dentist numbs only the part of your mouth where you need a filling placed or do a  tooth removed.

• Regional anesthesia blocks pain in a larger part of the body, such as an arm or leg, or below the waist. The most common examples are epidurals which block pain around the uterus during childbirth and peripheral blocks for arm or leg procedures like for a fracture the surgeon fixes.