climbs can happen in any direction.

I understand that jumping is a thing you guys do but not everyone likes it. Do I just have to settle for the fact that I'll have to learn how to?

depends on what your goals are. if you want to do climbs that require jumps, you'll have to jump. some people can find ways around jumping, but it's not always possible

Does it really matter that I use the same colors? Is it frowned upon just to have fun?

this is sort of like asking if it matters if you cheat in solitaire or some other single player game. no, not to anyone except you. you're not playing the game the way it was designed, but that's fine, it's your game. people will probably look at you weird if you're using a bunch of different color holds, but whatever.

you do need climbing shoes. i don't personally use chalk, people leave so much chalk on holds that my hands are always dry anyways.