Oil burning furnaces need maintenance, more than gas or propane burning furnaces need. My own experience says you can go as long as 3 years without servicing it, but that is not advisable because sometimes the failure that results is severe (electrode insulator cracks, and you get the Bessemer Process on the electrode mount, which is to say, it melts). You are far better off cleaning them annually.
Cleaning and servicing them is no big deal, but it is messy since that soot is tarry and stinky.