Like all SodaStream products, the appliances are delivered ready to use. (min. 1 bottle and 1 gas cartridge). However, I recommend taking a spare bottle, which gives you time to exchange it for a full one and use the SodaStream without interruption...
For glass bottles, bear in mind that their capacity is lower. Personally, I use 6 bottles (I don't like to be short in the middle of a lazy period ;-))

No, not at all. But I recommend this device especially for glass bottles...