RE: Dumb newbie Nexstar question
Nah, just let all the loose stuff fall off and you can replace it later with new things.
Kidding aside, it's always a good idea to go though any ARF or RTF and verify everything is tight and straight. I see no need for thread locker though as that would just make servicing tougher later.
Then after your first weekend of flying recheck all of your screws for security and make it a habit to periodically check them for the life of the plane. Even with thread lock these things will find a way to work loose or break or wood to deterioate.
Check your firewall and tank areas and decide if you wantr to fuelproof them better or not. Much easier BEFORE fuel gets on them. Also check all of your clevis's for correct installation as I have seen then incorrectly attached at the control horns. "Pull test" on all of your hinges.
In other words - do a VERY thorough check of the plane and assume nothing is correct until you prove it for yourself. Better to waste a little time now than to waste money later.