Hi! No. You don't need to wait for AOR. I've read maybe around a dozen of cases already on this forum, or maybe more, and all of them are same, so I can mostly sure tell you what's happening.
You can link an app before getting an AOR. You can use a combination that does not require an application number, for example first/last names, or UCI (if you know it) and a last name.
BUT! It usually can happen only 1-2 days before your AOR is coming. That means when IRCC is finally starting working on your file, and your info is in their system, you can link an app. An AOR comes a bit later, as I said in 1-2 days. So for you (Jan 16 applicant) I guess there's no point now to try to link it, wait 2 more weeks