Otherwise you will lose all the characters from that battle. This will become very significant when the Control Check comes around on the second turn. Destroyer of Alderaan can be a beast. Very little in the Alliance can compete with a fully powered Grand Moff Tarkin. Jedi Knights has several weapons available to you, usable by most characters.
Some weapons give bonuses when used by specific characters.
Choosing which weapons to include in your deck will depend upon your basic theme. If you're playing the Tarkin Trooper deck you will want Blaster Rifles and E-web Blasters . If you plan on using several leaders in your deck you may want to pack a few Blasters . However, remember that these weapons will lower your average destiny so be careful. Jedi Knights is similar to Star Wars CCG in that you are able to target specific characters in the battle.