There is a little switch on the back of your TT. If you select phono, you need a mixer (preamp) but if you select line, you don't "need" one. It has its own built in preamp. The 2500's inputs are line level.
Just know that with a mixer, you have the possibility to EQ your stuff before you sample in the 2500. So basically, if you are sampling a bass, you can adjust/cut the high frequencies and boost the lows... or if you need the highs, you can adjust/cut the lows and boost the highs before you record in the sampler. Same for the mids... You have more control over the frequencies you want to sample.
DJ mixers usually have both phono and line inputs. So if you decide to get a mixer, make sure the switch on the TT matches the inputs type of your mixer (TT phono out ----> mixer phono in or TT line out ----> mixer line in).