Does tofu need to be pressed? or marinated overnight?

The reason for weighting down tofu is to get rid of excess moisture. Tofu is like a sponge--you want to get rid of the water it has so it will soak up the good-tasting stuff you want it to absorb. So weight it down, let the water soak into paper towels or something absorbing, and then let it marinade. Letting the tofu sit in the marinade overnight will help maximize the flavor.