Whether you can go right to the park before checking in depends on how you obtained your tickets.
If your park tickets are part of a package reservation, then I believe you have to check in at the hotel first in order for them to be active.
If you bought them separately (either from Disney or from a ticket reseller) and then linked them individually to your MDE profiles, then you should be able to head to the parks before checking in.
Note that room charging and your meal plan (if purchased) won't be active on the Band until you check in.
-Rob