Yes it is otherwise you won't have any indication of your flow rate. Either that or fit a proper 'peashooter' type flowmeter to the reg if you can.
Mild steel tig filler rods are A15 grade, 1.6mm and 2.4mm would be good.
Be wary of buying filler rods on ebay, most of the smaller quantities are way overpriced and are usually cut in half so they ban be sent via royal snail. Having said that, a 500mm filler rod would probably be quite good to learn with as it wouldn't wobble about as much as a 1m one.
Tungstens, 1.6 and 2.4mm thoriated or ceriated.