By default when creating a new page, the WordPress block editor displays the content blocks directly in the page.
When using GP, is it preferable to first create a Block Container before entering the content of the page?
It’s better for site performance if you add as less blocks as possible because there’s less elements to load on the DOM.
To answer the question directly, you don’t have to add a Container block if you don’t need one. It’s only used if you need to take advantage of, say GenerateBlock’s Container Block styling features or Grid Block’s column layout. If you don’t need them, you can just add in the content w/o containers.
A wise man once said:
"Have you cleared your cache?"