Do all protestants think that if a person doesn't believe in Jesus is going to hell?

No, Christians hold a variety of views on the afterlife. Many do believe in a fiery literal hell and that all nonsaved, non Christian people go there. Others believe god chooses and may choose to allow some non Christian or non saved people into heaven. Others believe there is no fiery hell as a literal location and that these passages are later symbolism. They believe the evidence shows that the earliest books of the Bible described an underground cavern where all people, good and bad, spent eternity after death. Then later books described Hell as either a place of annihilation or of eternal punishment. Their interpretation of this is that Hell is a concept described poetically consistent with other Bible passages, not as a literal place of punishment. They believe the Bible supports the belief hell is simply the grave or not being with god. All cite various passages of scripture to back their interpretations. Even amongst those that believe in heaven and hell there is disagreement whether a person goes either way when they die or just remain dead until such time as Jesus returns and resurrects people.