The only characters you can play on the main story are Batman and Catwoman. You can play the DLCs on the challenge maps (Riddler's Revenge) whenever you want (that is, as long as you have some maps from collecting Riddler trophies in the main story to unlock them). Also, you can play any of the Batman DLC skins without finishing the game by using this cheat at the main menu (the page where you select to continue the game or look at concept art, 3D trophies, etc.): Use the directional buttons: Left Left Down Down Left Left Right Up Up Down If it works you'll hear the cape whoosh sound, like what you hear when you change screens in the menu, level up, etc. So, no, you don't necessarily have to finish the game.
I cant really gove you an answer,but what I can give you is a way to a solution, that is you have to find the anglde that you relate to or peaks your interest. A good paper is one that people get drawn into because it reaches them ln some way.As for me WW11 to me, I think of the holocaust and the effect it had on the survivors, their families and those who stood by and did nothing until it was too late.