So, if I dont burn bootloader i only can run ATTiny85 at 1 MHz ?
Actually from looking at the datasheet it appears that the factory fuse setting is to use the 8 MHz internal oscillator. But since you're going to be using it with an ISP programmer anyway, why not just do a Tools > Burn Bootloader to make sure all the fuses are set as expected?
So the flash memory space will be reduce if run at 8MHz ?
When you use a bootloader on a microcontroller it is placed in a special section of flash memory that is reserved for it by setting the fuses accordingly. In addition, the Arduino IDE will check the flash usage of your sketch to make sure it does not exceed the available memory. Whether those fuses are set and the boot section memory reserved depends on the configuration of the hardware package for the board you have selected from the Tools > Board menu. Most popular hardware packages for the ATtiny85 (damellis/attiny and SpenceKonde/ATTinyCore) do not use a bootloader for the ATtiny85 and thus no boot section is reserved. When you do a Tools > Burn Bootloader with one of those boards selected all that happens is the fuses are set. No memory is reserved for the bootloader in the microcontroller or by the Arduino IDE. So the answer is, no!
Just connect your ISP programmer to the ATtiny85, do a Tools > Burn Bootloader to make sure the fuses are expected and then upload you sketch to the board using the ISP programmer.