Fireplace pilot went out on it's own. I got it working again but worry it may go out again when we're not here. Could it need cleaning?

Not knowing what you have. I would start with cleaning the pilot assembly. Its not uncommon for soot build up on the orifice and pilot hood. Not knowing if you have a pilot generator or thermocouple, its hard to comment on them but each can go weak and shut the pilot down.