And Israel hasn't done this?
No, presumably because they don’t want to recognize the ICC at all.
And what of the Palestinian victims from Hamas & Palestinian terror ? Who’s supposed to represent them ?
That’s how the system works. A country has to request ICC intervention. In fact, Israel’s official response claims as a defense that the referral against Israel was invalid since there is no sovereign in Gaza.
Can they investigate just anyone. Does it need to be a country/state?
They investigate individuals but only when referred to by States. I believe 44 have been investigated and around half found guilty.
(Possibly they have more jurisdiction against member states, I don’t know)