Gut loading is important to balance out the nutrition provided by the insects. Since insects do not naturally contain all the necessary nutrients, it is best to feed them when their insides are filled with food that does contain the necessary vitamins. It's best to gut load insects with fresh fruits and veggies. Avoid the orange cubes you can get at the pet store. They are useless and grow bacteria and nasty stuff.
If you get small or medium sized crickets, you will have two weeks or so before the males grow their wings and start chirping.