No you don't have to play it before installing all that stuff but I would recommend you do for a few reasons. If you don't play the first mission you'll have to do it every single time you want to play the game as it forces you to. So just play it and save it as soon as you can. Then give the game a few minutes to show you all the tips, like where your health is, about the phone, food, etc. and then save again so you won't have to watch or see those pop ups every time you start the game. After all that's done just put your phone in "silent" mode so the story stops and play away. Doing all this will only take you 10-15 minutes and will save you a ton of time in the long run.
Also when you install those mods, install them 1 at a time. Install one, launch th game and test it, install another one, test it, and on and on. It will take you longer but it'll be worth it because if you install everything at once and it crashes then you have no clue what mod is causing the problem. So you end up reinstalling everything individually anyway to figure out what's causing the issue. It just ends up beig easier to do it individually.
Before you even install one single mod be sure to run the game to make sure it works good. Also after you know the game works make a copy of the vanilla game directory, the entire GTAIV directory to a backup location. That way if something gets screwed up you can just delete the screwed up version and copy in the backup. It takes a little while to copy everything but it's still 10x faster than having to uninstall and reinstall the game because you messed it up and didn't make a backup. It didn't hurt to make another backup every couple of weeks or months (depending on how often you mod your game) that way you can just revert back to your last modded backup and you don't have to redo all your mods again. Believe me, it sucks to have to reinstall tons of mods again. Just a few tips from things I've learned over the years