Do I need to fill in the gap between my wall and the laminate flooring?
To start with, that kind of a gap is common everywhere. 

Regarding pests, your dwelling is more permeable than you'd ever think, so closing off this one thing isn't going to solve any problems. If they exist, pests need to be dealt with at their source (ie, nests), not at their symptoms (ie, them walking across your floor).

If you still want to seal, you need something flexible enough to not impair the expansion/contraction of your floor and not interfere with your baseboard. Nothing comes to mind.

Capsule summary: don't worry about this.