Should I wait until I have all my W2’s to do my taxes?

Yes. Those who don’t often end up having to amend. The IRS will not process returns until February 12 in any event. 

Absolutely Yes.  You need to enter all income received from all sources on only ONE tax return.  If you have multiple W-2's you will be asked if you have another W-2 after the first W-2 has been completed for entry.