Do I have to go to the Medical School's open day?

The short answer is no. Firstly, medical schools understand that very few students attend four open days, medical schools are placed throughout the country and unless you are applying to four which are in close proximity it is logistically difficult to attend four. Remember that if you are successful there will be a post-offer open day for you to attend.

It is of far greater importance that you closely research the medical school. 95%+ of students will look on the website and so everyone will have a basic grasp of the respective course. You should go beyond this, looking at online forums, speaking to someone you may know there, downloading the brochure, knowing the course type (old fashioned, PBL etc.) and finally my hidden tip. My secret advice is to look at the GMC (General Medical Council), every 7 or so years they publish a full review of each medical school with improvements and where the medical school is excelling. Take a look at this and try to mention some of the points in the interview or better yet, ask a question based on this. For example, "the GMC said you need to improve XY, how have you addressed this?".