Is it required to attach objects together as one? I'm not done with youtube tutorials and I don't think they will mention it. Do you need to attach all parts together? for example the limbs to the body? I'm gonna use it to make a video game.
It depends on how far you are in designing the object, at the end you want to have as much objects attached to one another and the least amount of vertices so it'll be easier to handle for the engine.
At the beginning you can do as you want so you can edit certain parts better (for example if you have a t-pose it would be nice if you could move the arm away so you can edit the side of the body).