Keep cello on if you are not going to age the smokes (when I say aging the smokes, I'm not referring to a few months, but a year or longer), but take them off if you intend to age them. That's my advice and my practices if you wish to adopt them.
And welcome to the forum :)
Since you're new to cigar smoking, I suggest smoking EVERYTHING including dogrockets so you learn the differences. I'd also suggest trying to stick to mild cigars at first, then slowly working your way through medium (as your palate evolves), then stepping up to full after a while (though I wouldn't suggest staying with full-bodied cigars or even making them your "everyday" cigar, I've seen many a smoker burn out his palate this way). Eventually, you'll find your favorites through trial and error, but the funny thing will be that as your palate evolves, your favorites could change as well. It's never dull :)