What really helped me get better at sit starts was climbing on a moon board, and either finding boulders that have sit starts, or building new boulders with sit starts. I was pretty bad at sit starts since they are very compressed for me, something I am fairly weak at. But after climbing for abou... Read more  

There isnt a rule that says you need one, but, if you are going to use chalk then I would say yes, you do. You could put your chalk in plastic containers like many new climbers do, but this is really not efficient, and its very easy for the chalk to spill and get knocked over.