It is not obligatory to ask before entering a MATZ, but it's definitely a good idea. However, every MATZ also has an ATZ, and you do have to ask for permission before entering that. Of course, you can also fly above the whole thing, as another poster noted.
I learned to fly at Welshpool, fairly close to Shawbury MATZ, then moved to Sleap which is right inside it. Calling a MATZ is no big deal; they will usually give you their QFE, sometimes a squawk, and sometimes ask you to keep to a certain altitude or specific route. Occasionally they won't allow you in at all - only happened to me soon after Sept 11th, when I think Brize must have been preparing for World War 3.
Some want you to transit the overhead, some want you to keep outside the ATZ; the details vary. Most controllers are fine; some like military precision: " Stay on frequency till told to change", I was once told when requesting a frequency change. But really, it's not difficult.