I'm looking to shoot my first short documentary, do I need to write a screenplay? Any advice?
My advice: interview people. On camera or not, just do it.
Early in my freelance career, in order to increase my visibility and practice my skills, I started a simple blog featuring a series of video interviews with local creatives. This helped me learn, make mistakes, and improve far faster than reading/writing a script would have.
(Do a little project like that, and maybe you'll even end up getting work out of it. I did.)
Yes, there are screenplays/outlines for documentary films, but I don't think that's actually going to be what you're looking for here. (Yet, anyway.) The key to interviewing well is playing off the emotion and response from your subject. It's understanding when to lead the conversation and steer them back on course. Or even better, when to let them go further down the rabbit hole of an unexpected tangent. You can't learn that by reading a document.