Admin DB replicated in MongoDB replica set
There are a couple of separate questions/issues here:


  do you have to create that same user on nodes 2/3?


If they are members of the same replica set, then no.  The users will be written to the primary and then replicated to the secondaries - remember any secondary can become primary in a normal set, so you would have to have all the data necessary to do that, including users.  If the nodes are in the set when they are added, the users will replicate normally.  If you add them later, they will replicate the users as part of the initial sync process.  

Note that for nodes that are members of different replica sets (say multiple shards) that is not the case.


  I'm having some trouble doing that if I bring up the other nodes with
  auth/keyfile turned on


Remember that the keyfile must be identical for all nodes in a set.  The keyfile is what the nodes will use to authenticate with each other (for the purposes of initial sync and replication for a start, so it is an absolute must).  If you are having issues when you add the nodes, there will be errors in the logs that will tell you why.  The common reasons would be:


Incorrect config (new nodes not configured with the replica set name)
Different key files (this must be identical on all nodes in the replica set)
Connectivity or hostname lookup issues


If you expand on the difficulties you have when you try to add (how you are adding, what error you get, and preferably the output of rs.status() and a sample config file) I can elaborate further.