You have asked the million dollar question and will get a wide variety of answers. Basically some do use some sort of pre shave and others do not. It is all a matter of what works best for you arrived at by experimentation. Personally, after decades of wet shaving I tried various pre shave routines and found that for me they made little to no difference in my shave quality so I do not do any. Others have good results from having some sort of pre shave routine. Just keep trying various combination to see what works for you.

Bob