no you dont need to be friends with them first.
yesyou can just skip the stage, its possible. you make it seem like you are stuck in a situation like this now. please tell me more information and i will help as much as i can.

the pros are
deeper feelings for eachother
stronger relationship that will last longer
a friend even when you break up

the cons are
you have to wait
you have to wait some more
ok you really have to wait on that stuff..
also if she goes out with another guy while you guys are 'friends' it will hurt you.
its really hard to be friends with someone you want to date.

this is everything i know, everything ive experienced with those kinds of relationships.