No you don't have a choice to do or not to do. But usually they are the last thing to load, so if you are a "Type A" you can usually go on to something else without waiting for them to load. Roger Hogan's little steam engine that morphs into his name is a form of Avatar. Here is one I use on a different forum that doesn't have anything to do with railroading:
It would appear directly below my name in the left margin. One of the problems with using avatars supplied with the software is that they are not particularly applicable to railroading, they tend to pander to the youngsters. And when you allow people to supply their own, the copy right infringement enforcement becomes a major headache. Size is not usually an issue, the software requires a very small image or it will not let it up load. It also takes storage on the server that hosts RyPN.
Ed