I started doing warm ups after finishing the ghosted lines exercise because before then you don't have much to warm up on. Since you don't submit your warm ups you could do them with something other than ink, but it's still best to do them with the same pens if you can because then you warm up more effectively since you're using the same tool you'll use for the lessons.

As I see it, a warmup serves two purposes: It gets you ready to draw at your fullest ability, literally warming up your drawing muscles, and it keeps certain techniques/ideas fresh in your mind. Both of those purposes have utility as soon as you've completed at least one exercise, so I think that's when you should start doing warmups :) I start each day's drawing with a timed 15 minute warmup, and I think my following exercises are definitely of a better quality than they would be if I started them without warming up first! Since the warmups aren't assessed anywhere, there aren't any formal requirements for them, but I think it makes the most sense to warmup with whatever medium you're going to be using, which, in the case of the lessons, of course, is your fineliner :)

This is what Uncomfortable replied when I asked this questions:

Generally once a lesson has been marked as complete, showing that we understand what to strive for with each given exercise, we can add those exercises to "the pool".

Therefore, you'll first add exercises to the pool you pull from for your warmups once Lesson 1 is marked as complete by someone else. Prior to that there really isn't anything to warm up with.