Is a "Login Successful" Message Necessary?

On an informational/forum website (say, similar to a StackExchange site), is it necessary to show a "login successful" message?

Clarification: On the site in question, the users can log in by clicking a "log in" button in the header. This reveals a small panel (overlaying the existing page) where they can log in. Once logged in, the "log in" button becomes a "log out" button in the header. The user never sees a dedicated "log in" page, per-se. The images below depict the current experience, which I think is along the lines of what Adriano Repetti has described in his answer:

The "Log In" button appears when not logged in

This box appears when the user clicks the "log in" button

When user is logged in, the "log out" button is shown