DNS Records for Multi-Domains

Hi. I read that to use a domain on Pro-Sites I need to set a wildcard subdomain that points to the IP of the multisite. Do I need to set any kind of DNS record for the main domain as well?

Also, I want to use subdomains on the multisite like subdomain.domain.com so I will need to set a wildcard subdomain of other subdomains like *.subdomain.domain.com. Would there be any problems with a configuration like this?