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Do the characters of a story have to know what the requirements are to complete the goal? For example let's say that the goal is Playing a Role and the REQUIREMENT is Changing One's Nature. Now the protagonist tries many different things to get people to Play a Role (i.e. he Develops a Plan, Concieves an Idea or whatever) before finally deciding through the failures of the other attemps or something else that the best way to go about Playing a Role is to first Change One's Nature.
Is this correct? Or should the protagonist start the story knowing that in order to get people to play a role he must first change one's nature?

Chris may have more to say about this, but I believe that is up to you. Dramatica is simply saying that given the story form you've built, it simply must happen, not how. Look at where else in your story form "changing one's nature" appears as a thematic element, and it may give you some ideas.

Phillybud is correct. The awareness of the characters does not matter.