No, you can select your character as soon as you know what you want!
No, this is purely optional and can be skipped easily.
Extremely, we use advanced speech recognition to listen to what your 'victim' says & responds accordingly. Please try one on yourself and see!
You can do this in the sample studio ... when it asks you a question, try saying 'is this a wind up' ... or ... 'bog off' ... and see what happens!