well this depends (funny word, heh) on what app you install...like if you want to install Gnome's game, say Gnometris, but you don't have Gnome installed, you probably will have to install some of Gnome's libraries as different packages. a package is somehow the same as in Windows - a thing that has other things inside it.
but, if you have Gnome and want to install Gnometris, you don't have to get anything else. you have all the app needs, so you just install the app itself. so it's not a "must" to install many packages when wanting to install one - it's only then if the app you want needs something you don't already have, like common libraries.
and "dependency hell" has partly been solved nowadays when there are "intelligent" package managers that automatically handle dependencies and tell you what you need and even get them for you with a single click or keypress..