I wouldn't say it's "addictive" per se, but anything you immerse yourself in can occupy a great deal of your thoughts. I think, to a certain extent, it depends on the purpose you have for weathering your models.
I weather my models for one of two reasons: either I'm duplicating a prototype for my own collection or I'm adding value to a model I don't want anymore so I can sell it and get more models I
do want. The ones I sell are what I use for experimenting, and some are failed experiments and some are successes (and there isn't necessarily a correlation between sale price and success or failure of a given experiment). When I have enough experience with certain techniques, I'll try them out on the stuff I'm keeping.
As to the next two questions, yes and yes. Even clean cars have some kind of weathering to them, even if it's only the bright orange wheels and couplers of a factory fresh hopper or tank car. The areas and era I'm interested in never saw much in the way of factory fresh cars, so weathering everything is mandatory.
Weathering locomotives is a lot like weathering boxcars. The main difference is there are usually lots of small protruding items on locomotives that complicate the painting process. Sometimes it's best for these things to be removed and weathered after what's under them is done (handrails are a good example), while other times it's just as easy to work around them in place (like horns or bells).
Just as the lading of a particular freight car will define a certain amount of the weathering, especially if the car is used constantly in a single service, so do the various "loads" locomotives carry. Think about it: the main load locomotive carries is the weight of the train. This load can affect the appearance of a locomotive dramatically, as seen on many dynamic brake sections of SP and SSW locomotives where the paint is literally burned off the hood. Locomotives also carry fuel, oil, sand and several batteries. Each leaves its mark: rust from the batteries, dusty powder from the sand, slick stained fuel fillers and caked on grime where oil and grease accumulate. And don't forget the people carried by the locomotive. Their hands and feet rub dirt and grime off the locomotive in certain spots, and even rub the paint off handrail and step edges over time.
Generally speaking, locomotives tend to be handled by people more, and the fact that they are creating some of the particulate matter that weathers them, means there is the potential for a lot of variation in the patterns you'll find on them. Once you break down what the patterns are, it's really no more complex than a boxcar. But even boxcars aren't always easy.
If you want to weather a locomotive but don't really want to risk sacrificing it, buy a replacement shell for it just in case or use a reversible weathering medium. But don't be afraid of screwing up. If you ever meet someone who never screwed up weathering a locomotive, you've met someone with few skills or extremely boring taste in weathering or both. Nobody is an expert their first time.
