Now a legacy. Do you have to level it?
Yes, but not in the way you'd level your character. It just passively gains XP when you normally would, even at level 50. Having certain legacy levels is crucial to use and/or gain access to some of the unlocks, like the various species unlocks.
You don't have to 'grind' legacy levels and it would be quite silly to do so at any rate since legacy xp accumulates on all of your characters on that particular legacy.