Must I do the PA first?
No. Although the “recommended” path through the course shown in the Course of Study (COS) does suggest doing the PA first, there is no requirement for you to follow that path. In my experience teaching this course, about 20% of my students take the OA first and they seem to do just as well as students who do the PA first. And I have a few students who complete Task 1, then take the OA, and finally complete Task 2.
If you have had a previous intro stats course, or have some background in data analysis, then doing the PA first makes sense to me. That is the standard path. If you have not had statistics or experience doing data analysis, I recommend reading the entire MindEdge textbook before diving into the tasks. That will give you a better understanding of what the analysis techniques can do and help you come up with a workable research question.
The path you take is your choice.