"Steps" don't need to be STEPS exactly, but every pond should have a way for any creature that needs a way out to get out. A low end like
@addy1 built is one way, especially if you have a big pond and don't mind losing the depth. We built ours with a "steps" that are actually big boulders - the first "step" is 12 inches down, the second another 12 and then step down to pond depth. From the outside it appears to drop straight down at that point. It's also our feeding spot for the fish where they can come right up to the edge.
One other thing I've noticed - early on those boulders were rather slippery with algae and biofilm and I had to take my time getting in and out. Now, ten years later, they're covered with carpet algae which gives you great traction. Much easier to navigate!