Should you use Of after myriad in a sentence?

When used as a noun, yes.

Myriad as a noun requires something definite that exists in a large number.

Myriad as an adjective requires something to describe (as countless or innumerable).

Examples :

(noun) - There was a myriad of choices at the buffet.

(adj) - He looked up to see myriad stars shining in the clear winter sky.