You should always use a personal made-up PIN. Usually it is a four-digit type lock code. With a PIN code you remember, it works faster than anything else.
Either insert another SIM card and you will get a message prompting you to enter a NUC (network unlock code) or you will need to Google your carrier/manufacturer's USSD hash...
No you should not need WiFi. If any sort of connections would be needed it would probably be an OTA (Over The Air) connection, so keep mobile data turned on...