Yes, unless you have a volume for each instance, you should start Dgraph like:
dgraph alpha --my=alpha1:7080 --zero=zero:5080 -w=./wall0 -p=./posting0
dgraph alpha --my=alpha2:7081 --zero=zero:5080 -o 1 -w=./wall1 -p=./posting1
dgraph alpha --my=alpha3:7082 --zero=zero:5080 -o 2 -w=./wall2 -p=./posting2