You do need a Facebook page to connect Instagram to Maybe*, and there are lots of benefits to having an active presence on Facebook such as reaching a wide demographic and great potential for running targeted ads.
So the ideal solution is to set up a Facebook page, which will then mean you can connect your Instagram account to Maybe*.
If, for some reason, you decide not to have an active Facebook page, you can set up a Facebook page and then deactivate it, to enable you to connect instagram to Maybe*.
Deactivating your Facebook page will hide it from the public, including any people who like or follow your Page. You can reactivate this in future if you wish to, but for now this will enable you to connect your accounts to Maybe*.