Howdy.
Well, I'd say you do have to study regex... but don't spend too much time on it... for example, there were no questions about regex on my exam, when I took it. Maybe I was, let's say, "lucky". But don't expect to see many questions about regex on your exam. But be prepared to see a lot of questions related to threads, collections and generics!!
Keep studying... I'm sure you'll be fine when you take the exam!!
Cheers, Roberto Perillo
SCJP, SCWCD, SCJD, SCBCD