Yes, travel insurance is worth carrying for a trip to Chania, and hiking the Samaria Gorge is the clearest reason why. This stretch of western Crete draws visitors for its old harbor and beaches, but many extend into the White Mountains for one of Europe's longest gorge trails, a demanding full-day hike with limited exit points partway through, and that combination of exertion, heat, and remoteness is where the honest risk in a Chania trip actually sits.
Chania itself has a general hospital for routine care, and anything more serious is typically referred to Heraklion, Crete's larger city with more developed hospital facilities, with further specialist treatment available in Athens if needed. Confirm your policy covers hiking injuries and transfer between Cretan cities, since a fall or heat-related collapse deep in the gorge, well before the village of Agia Roumeli at its far end, can mean a slow evacuation on foot or by mule before any hospital care begins.
Summer heat is a genuine hazard on the Samaria trail specifically, since the gorge offers little shade for much of its length and heat exhaustion is a recurring problem for underprepared hikers in July and August. The trail itself typically closes for the winter season, roughly November through April, due to rockfall and weather risk, so confirm current opening dates before planning a hike around either edge of the season.
Swimming and boat trips along Chania's coastline carry the ordinary water-safety risks of any Mediterranean beach holiday, worth a routine accident and medical benefit rather than any special rider. Keep any clinic paperwork from Chania or Heraklion, trail-related incident reports if you needed mountain-rescue assistance, and receipts for treatment, since claims involving a gorge injury need clearer documentation than a routine beach mishap. Check whether your existing health cover extends abroad and specifically to Greece before relying on it for a hiking-heavy itinerary like this one.