My oldest started speech therapy at 3 and we have no regrets. It helped her a great deal and she really enjoyed it. If it is just a minnor problem, it may work out on its own. At the same time, the longer a child makes the sound incorrectly the harder it is for them to break the habit. My advice would be to get an evaluation, see what they say, and then decide what to do.
Whatever you decide about therapy, help your child learn to talk properly. Encourage her to look at your mouth when you make the problem sounds, and then look in a mirror and try to make her mouth the same way when she makes the sound. Practice the sounds using short words that have the sound at the beginning. When she says a word incorrectly say it back VERY clearly to her, but don't necessarily make her repeat it the "right" way, as that could just get stressful for her. Keep it light and fun, but do work on it with her.