I'm new in film making and photography. Recently, I found my favorite film maker said that he loves some painters such as Edward Hoppers. The way he film is influenced by the drawings of Hoppers. So, do I have to learn about fine art too? If yes, where do I have to start?
If you want to develop your craft beyond just technical proficiency then I'd say that being open to the broadest range of influences is crucial.
As for where to start: go to a gallery. Walk around and find an artist that you like, whatever style it is. Read about them and take it from there. A good intro to the history of modern art movements (Impressionism onwards) is the book What Are You Looking At? by Will Gomperz.
No. You do not need to have any specific artistic genre background, as you can easily check by reading about a range of film makers.
However, if you like this guy's style and want to do something similar it could benefit you. And any learning will be good to add ideas and techniques to your toolkit.