The short and simple answer to a direct question:
Must I follow the advice priest gave me during Confession?
No. You are not obliged. Advice is just that - advice, not a direction.
If in any doubt, however, you can ask the priest at the time “Are you obliging me to do this?”. I have done that a couple of times, and both times the answer was “No”. If you didn’t clarify it at the time then you can go back to him, hopefully only a week later, and ask. It’s unlikely that the recommended action can’t wait a week.
In general, I think that priests don’t even expect their advice to be obligatory so don’t bother qualifying it with “You don’t have to do this”.
As I mentioned, I have been in this situation a couple of times, where the advice involved disclosing my sin to another person. The first time I accepted the advice, after clarifying that it was not obligatory, and the situation blew up in my face in a terrible way. In hindsight, I would not have disclosed my sin to this person. The second time, after clarifying that the advice was not obligatory, I simply told the priest “I’ll think about it, but I probably won’t do it”. He continued with the absolution.