Like many above say, it matters. For some things, a certain distinctive person might be very, very necessary. For other things, you could replace a so-called great man for another one of rougly similar attributes, and things could proceed more or less among the same lines.
For Finnish history, we have Mannerheim. I would argue that even if he had died in Russian service during WWI, the post-1917 Finnish history might still have unfolded more or less the way it did, with some other (military) figure(s) filling the role(s) he had in 1918-1946. For both the White effort in the Civil War and especially the Finnish military's and nation's cohesion and functionality during the Winter and Continuation Wars the "existence failure" of such a towering, unifying figure would present big challenges. As to day to day leadership, I believe other men could make the day-to-day decisions - it would have been more a question of missing a trusted, monolithical figure that was used as something of a canvas for projecting the Finnish hopes and expectations about good military leadership on. It was as if the nation needed a "great man" it could pin its hopes on, and Mannerheim was the kind of man who fit the bill perfectly.
This is of course if some other suitable man is not "assigned" a similar role. It might well be that there was a position for a "great man" (or men) to be filled and that the right man (or men) for the job would be found, to some extent, among those candidates that would be available. Again, I believe the job of a "Mannerheim" in Finnish history does not need a military genious, just someone in military terms reasonably competent who is also somewhat politically savvy and can project a certain believable image as an independent leader. Mannerheim was particularly successful in achieving an image of a military man who was "above party politics" - but this does not mean someone else could not have achieved a roughly similar position, even if by somewhat different meanst