Well, if you're still in New Beginnings, it is a requirement to build every building that you can. That being said, there is absolutely no reason that you need to play as all of those heroes. I myself usually limit quest-time to the wizard, the blacksmith, the bard, and the monarch. I'm not a big fan of the knight or the spy, and I find both priests, the cleric, and the merchant to have obnoxious daily responsibilities. Just because you've made the hero doesn't mean that you have to use them. Keep an eye out for which quests require which hero. Being a pre-made character isn't going to affect much, beyond whatever traits and flaws they were made with.