Do all reactions initially require a input of energy?
Yes, it is called activation energy. When you say "initially required", it does not mean just when the overall reaction starts. Each time another atom or molecule reacts, you need that activation energy again.
But how does the oxygen react with Iron, isn't Iron held together by strong metallic bonds.
Yes, for every oxygen that reacts, there has to be some activation energy to start prying apart the bonds. For every iron atom that reacts, there has to be some activation energy to start prying it from the metallic bonds. In the case of oxygen reacting with iron, you get that energy back (and more) once the bonds between iron and oxygen form.
When Iron is left outside, overtime it reacts with oxygen to form Iron Oxide or rust.
If you leave iron inside, this also happens because there is as much oxygen inside as outside. However, when it is wet and salty, the reaction proceeds at a higher rate, and it might be more humid and saltier outside (especially in the ocean). You can avoid this by providing a barrier between iron and oxygen, for example by painting your boat.
Where does this required energy to initially begin the reaction of Iron and Oxygen come from?
It comes from the thermal energy. Thermal energy is not equally distributed, there are always some particles that have higher energy. They might react, or give that thermal energy to the next particle, which might react. We put our food in the refrigerator or freezer to slow down the reactions (and the metabolism of microbes) that would spoil our food.