Do I have to charge my new MacBook Air?

As a matter of habit I connected charging on my new MBA while I completed setup. When I finished setup it was fully charged and I don’t think it had time to charge more than a few tens of percent, so it is likely my MBA was delivered with a reasonably well charged battery. As far as your new MBA goes you can’t see the battery state until after setup. It won’t do any harm to connect charging if power is available, and I would expect enough warning to take action if you are running on battery which is getting low.

Do you mean a brand new MacBook? Plug it in, set it up using Set Up Assistant or Migration Assistant (plug in first an external disk with a TimeMachine backup if you have one to move content of an older device to the new one).

Make a TM backup of the newly set up MacBook and update to MacOs 11.1

If you want to see the battery percentage on the menubar: Go to systempreferences, battery, battery and select: show on menubar.

If 'optimized charging' is on (and it's a good idea not deselecting it), you'll get the impression it takes ways too long to fully charge the battery, but that's intended this way and is meant to keep the battery healthy for a longer time