Hi Joep,
are you just doing the client or the server as well.
If just the client, then you don't need a certificate. Everything you need, you already have. There are a bunch of SSL settings - and a ca_root.pem file, but those are all easy to do - you can try out the NetDemo example if you like - just point it at any SSL site (any https: address) to get the hang of it.
If you are making the server, then you will need to do more effort there - basically then yes, you will need a certificate and so on.
Cheers
Bruce