I've constructed a outdoor shower cubicle at our cabin, mainly out of untreated spruce with a little pine. This will be exposed to the elements and will obviously get wet when used. My question is do I need to treat it, stain or varnish it in any way or can I just let it weather naturally?
Yes you absolutely need to treat spruce and pine with something or they will weather and splinter ferociously. You've got two basic options 1: a protective finish such as a varnish or polyurethane or 2: a penetrative sealer like linsead oil, water sealer, etc. Both have merits and weaknesses but either properly applied will get the job done. More important than the product you choose is the construction of the structure and the maintenance of the product in the future. If the structure doesn't shed water properly it won't matter what finish you use, it will rot and fail. Likewise if you don't maintain your finish it will allow infiltration and will rot or dry out and splinter. Another issue to account for is u.v. rays, direct sunlight can wreak havoc on your wood work. Spar varnish is the traditional choice of boat builders but Sikkens is my personal preference as it combines the added protection of a varnish with ease of reapplication of an oil. Also it has a built in u.v. protectant. Hope this helps, cheers!