It’s not mandatory for blog posts either, this is a good summary: http://www.problogger.net/archives/2008/07/22/dates-on-blogs/
Anyway, to do it create a folder user/pages/blog/2016 and another user/pages/blog/2016/07. Then inside this folder create your blog posts as item.md files with category taxonomy “blog” for example.
You’ll have something like
user/pages/blog/2016/07/hello-world/item.md
user/pages/blog/2016/07/second-post/item.md
Then create a user/pages/blog/blog.md page, and inside it define it should show pages with category “blog”:
content:
items:
'@taxonomy.category': blog
If you’re using a theme that provides a blog structure (Antimatter for example), this should already work.
Also check this blog tutorial to learn more.