Warmaster Horus
Explorer
It's game dependent to me. In some games and with some groups it's necessary. In others it's not. I think it's "purer" to always start at one, but it's not pivotal in any way to my enjoyment or satisfaction with the game. It's the players that make the game, not the PCs as much. If you have good players you'll have fun no matter how you decide to handle character creation.