Here is my very limited knowledge of zucchini... it's my first year growing it too. Zucchini have male and female flowers. The female flowers are the ones that grow zucchini. They do have to be pollinated. People eat the blossoms and it's supposed to be really nice (haven't tried it myself). The male blossoms usually come first. If there are no female ones to be pollinated then you might as well go and pick them, wouldn't make a difference to the plant. When the females bloom though you need to have a male so they can be pollinated. You can help them out with this as well by using a paintbrush or q-tip, or even by picking the male flower and peeling it back to expose the inside. Then use this to pollinate the females. I don't know if you need the blossom to stay on the female once it's pollinated. I have had one female open so far and that blossom has fallen off already. I don't yet know if that was pollinated well enough although I think it wasen't
. I would think though that the blossom would fall off when the zucchini starts growing, but I'm not sure about that.
That's about all I know about zucchini! I'm sure someone else will be along shortly with more information.