They sell out early and then close
Your don't need to order in advance, but some customers do. Get there early, they do sell out rather quickly.
They recommend you call ahead. The voicemail is fun ("You've reached Fluffy Fresh doughnuts and I'm closed Mondays...") and gives you directions about what info to leave. Name, what you want, when you want to pick it up, phone number to reach you at if they have questions. Calling the day before took me a couple times to get used to, but it beats the heck out of getting there at the crack of dawn. The doughnuts are well worth planning ahead for :)
No
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