If you learn an in-clan Discipline, you don't need a mentor. However, you do need one if the Discipline is out-of-clan, and in V20 you also need to drink one blood point, automatically succumbing to level one Blood Bond. Plus, the cost is increased.
But for Caitiff I know that the cost does not change (they don't basically have a clan) and they can take anything at character creation.
The question: If they want to learn a new Discipline or advance in an existing one, do they need someone who can teach it?