I mean anybody you want, married partner, non-married partner or friend. A next of kin is somebody convienient to lumber with unpleasant tasks in times of trouble. I don't think it is needed but might be a good idea to write down your wishes, assuming you don't make a formal will, as that might help at the time.
And I am sure the embassy doesn't need or want you to send documents to them in advance, they don't want to know if you are here in the first place and would not know where to file such documents if you did send one.