Do I need previous delivery experience of some kind?

There are many companies that employ 3.5 tonne drivers to deliver to customers. This could give you driving experience to help you pass your HGV test first time. This is module 3 the practical driving test. Even three months doing this would help, especially if it was a box van.

Even bus companies that take on new bus drivers, like job candidates who have done at least 6 months 3.5 tonne van work. This gives you experience in not having a centrally placed rear view mirror and just using the door/side mirrors. When I first did my HGV Class 2 training, it took me two days just to get used to only using the door/side mirrors.