To properly use the Spell Blade, do I need to take two weapon fighting?
Depends on what your standards are for "proper". If you're willing to take the standard penalties for fighting with two weapons, then the answer is no. If you don't want huge minuses to your attacks though, then the answer is yes. The archetype does not contain any special modifications to two weapon fighting, so normal rules apply.
If the magus wished to attack with both his main-hand weapon and his athame, then he would take all normal penalties associated with two-weapon fighting unless he had the requisite feats.
If he was simply holding the athame and not attacking with it (or vice versa), he would not take any penalties (unless he was also using spell combat, in which case he would take a -2 penalty to his main hand attack).