I believe you can solve most of the puzzles thus far without filling out the questionnaire. However, to participate in the experience moving forward, I believe you must fill it out. From their about page:
The Tension Experience does not sleep, cater to the weak or simply exist to amuse You. We want to reshape your beliefs, your fears and your reality.
In order to become one of US we must know all about YOU. Further down the road, each participant will be asked to fill out a questionnaire designed to help the OOA Institute create specific, individual experiences.