It's a bit of extra content. If you've never done it it offers a little more insight into the main characters, but nothing really important. Remember that levels 1-19 are essentially 'getting to know the game' levels. The early stuff is there to teach you the game mechanics, give you some skills, get you familiar with your character, etc. You've got multiple character slots, so if you want to see what the other campaign starts are like nothing is stopping you from making a character whenever you feel like. It's a good opportunity to try out another profession too.
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