Yes, keep the lens ON the camera 24/7, unless doing a lens swap to a second lens. If you have only one lens then LEAVE the lens on constantly. Reading through the manual would be helpful. I'm not sure if the D3300 has what Nikon used to call "Guide Mode", which used the rear LCD to explain features. A quick Google search will turn that info up.
Sensor cleaning can be done at home, but the swabs and cleaning liquid are fairly pricey items compared to say, rubbbing alcohol and cotton swabs; it takes **special** camera sensor cleaning swabs that are 100% lint-free and clean-room clean, and specialized, non-streaking cleaning solution,and not too much of it either. I would think that a good local shop could clean the sensor for you for maybe twelve to fifteen pounds Sterling.
It's a digital SLR camera...the controls are not that many, and the feedback is immediate, so get out there and start using it. It's not dangerous. It will be FUN!