I tried searching and couldn't find the answer. Is it necessary to have a matching .sks file for each of my scene files? If I delete my matching .sks files will there be a problem? I understand this file is kind of for interface building but I haven't utilized them at all.
No, you don't need them. You can create all your SKScene content directly in Swift code.
Just keep in mind that Xcode 8 support for SpriteKit Scenes is pretty nice, providing a nice game design/production workflow. In particular, you can create *.sks files with simple, reusable nodes (e.g., crates, monsters, coins, etc) and use them across your game.
Having said that, please double check your *.sks files are actually empty before deleting them all ;-)