You should fit the capacitors, as already suggested C1 is a coupling capacitor, and you will very likely have problems without it? - if you're using an active guitar then there might be one in the guitar?, but in any case you should add it!.
The other two (also as suggested) are supply decoupling capacitors, you could perhaps leave the small one out? (it's only there as an extra precaution), but the large electrolytic is required - without it you will have stability problems, and greatly reduced battery life.