Index columns on pre-production?
Do you have to immediately index those columns even before you notice performance issues?


Short answer - Yes. 

Where you have joins, you should also have Primary and Foreign Key Constraints and most DBMSs will insist that each of these is supported by an Index (even if it has to create one for you). 

The vast majority of traffic in most databases is SELECTs, so putting off the creation of Indexes until performance becomes a problem is just setting yourself up to fail.  You know you're going to need them, so save yourself the grief and put them in to start with.
(And, anyway, it won't be you that notices the "Performance Problem" - it will be your unhappy Users).