chimney issues - what if there's no cricket back there?

Been thinking lately about my chimney setup and got curious - what if, hypothetically, my chimney doesn't have one of those cricket things behind it? Like, say I just moved in and discovered it wasn't installed at all. Would that be a big deal or just something minor to shrug off? I'm picturing water pooling up back there, but maybe that's just me being paranoid. Thoughts?