So, obviously the upgrade path is not relevant here. However, if you don't know what's on them and/or how they are configured, you shouldn't connect them to your network until after you've installed OpenWrt and appropriately configured it as to not cause conflicts on your network. This would (should) be done with a direct physical connection between the new device and your computer, no other connections whatsoever, with the OpenWrt firmware downloaded onto your computer in advance of this so you can work entirely offline.
No, nothing for OpenWrt requires internet connectivity when it first starts (as already stated by @elder_tinkerer ). Besides, unless connected by the wan port, it would not be possible for the OpenWrt device to gain internet access since it wouldn't be appropriately
This depends on the size of your network, static vs DHCP device assignments, and the like. And, of course, it depends on how often and how seriously your network might be disrupted by this type of situation. In some cases it's actually not that big a deal to make the change, but obviously if you say it is too much work, keep things as they are now. Refer back to my first point about not connecting a new device until it is properly configured.
Good. No, you're not doing anything wrong -- this is expected behavior.
No problem.
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Thanks! 