Is it bad to apply to multiple master/PhD programs in different universities?
Actually it is good to do that. You want to maximize the chances that you get in to a program that will work for you. Applying one at a time means that it could literally take years to get accepted if your top choices don't accept you. 

Don't waste people's time with superfluous applications, but definitely apply to places that you find attractive and that you think might find you a good candidate. 

Whether you need to pick a supervisor as part of your application depends on both place and field. Do that if you must or if there are attractive opportunities, but keeping your options open might be a better choice if it is possible to do that.