Creatine is the next best thing to protein. Read the HST FAQ on Supplements for a low-down on creatine and many other popular supplements.
How important is creatine? Very. I would not lift a weight if I was not supplementing with creatine. Then again, I worry about creatine only after taking care of my whole-food diet.
Yes, you should use creatine during your first cycle and all the time.