If you are using a additional containers or surfaces in the oven for baking, you should absolutely pre-heat it with the oven. Use an IR thermometer to measure the actual temperature of the container - a dutch oven or heavy stone will take longer to come up to temperature than the air in the oven will, so the oven will claim to be preheated sooner than it is actually ready.
Remember that temperature and heat are two different things - one of the benefits of using a baking stone or dutch oven or other "heavy" thing is that it stores a lot of HEAT. Air at 450F and Cast Iron at 450F contain very different amounts of heat, and it is heat that will bake your bread. You can tell that they have soaked up as much heat as they can when their temperature is close to your oven set-point, which will take a while.
The only possible exception to this would be if you are just using a thin sheet metal steam tray to cover your pizza stone to trap steam, since it has so little thermal mass. A thin tray could probably be put over the bread without preheating the tray since it won't absorb or store much thermal energy.
To prevent burning, choose containers with a good, solid handle, and get quality oven mitts, preferably with long-ish sleeves to protect your forearms.
I wouldn't pay much attention to this list. I would just get my cookware based on what functionality I need, not based on what my stove manufacturer says.
The idea of not using cast iron on glass to protect the glass from scratches is as perverse as keeping a sunhat in the closet and going to the beach bareheaded to protect the sunhat from color fading. Your stove's purpose isn't to gleam, it is to cook. The manufacturer probably tries to shield himself from customer complaints: "your stove got scratches" "nothing we can do, you treated it against our recommendation". This would explain the overly cautious list.
I have an induction stove with a glass plate myself. I don't have cast iron cookware from the type common in the US (Lodge pans and similar), but I have a wrought iron pan, not seasoned on the outside (it developed black rust during seasoning the inside, as well as something which I suspect must be ferrous sulfide). It is smoother than cast iron, but rougher than a typical stainless steel pan. I regularly use it on my stove. Also, I regularly clean the stove with a mild abrasive (equivalent to Unilever's brand Cif) and once or twice, I had a baked-on spill which wouldn't go away with this cleaner, so I used a steel wool scouring pad instead. I worked gently, but still applied enough force to remove the residues. After cleaning and polishing with a glass-ceramic cleaner, my stove literally mirrors the ceiling. I bet it has less scratches than my phone screen. So, I think that all the stories about iron cookware damaging the stovetop are greatly exaggerated. But if you are really scared, you can sand and season the bottom.
The other claims are also dubious. Alu melts at 660°C, you probably won't reach it even if you forget an empty pan on high for hours. Nobody uses pure copper pans anyway, and if it is an inner layer of a sandwich bottom, there is no way it will leave marks. And so on. Only the glass warning is good - not because it would damage the stove, but because you risk the glass vessel itself to shatter.
Bottomline: Buy based on what material is best for cooking whatever you plan to cook. The stove should be able to take it. And if you are rough and it does get a scratch or two, then I don't see why it should bother you - it is a tool, not a fashion statement.
Best Answer
Cast iron is ideal, but any pot that can take the heat and has a tight lid will work. Like @talon8 said in his comment, it doesn't even have to be metal.
This article from Around the World in 80 Bakes specifically uses terracotta for sourdough, not cast iron.
Just as an FYI, this related question deals with preheating (for no-knead bread, not sourdough), and the differing answers are interesting. To me it just goes to show that bread-making doesn't always have to follow super-strict rules. Preheat the Dutch oven (and the oven itself) for No-Knead Bread? (experiment results)