With respect to the OP, who admits he has little experience, all records should be cleaned - including new ones. There is no significant risk if proper techniques are used. There is, however, a real risk of vinyl damage from playing uncleaned records.
The vinyl plug that's placed in the mold to make an LP releases chemicals during molding and cooling. Residue from these chemicals is often called "mold release" compounds. Many people misinterpret this term to mean that the manufacturer coated the mold with some release agent, which remains behind on the LP. That is not the case, however chemicals released from the vinyl during molding do remain behind.
These should be removed before play, as otherwise they smother sonics and gunk up the stylus. Further, they provide a sticky medium that grabs onto any stray dirt. Imagine what happens when a sharpened diamond drags a piece of dirt acrosss a soft vinyl groovewall... the resulting damage cannot be repaired.
Mold release residues can harden over time, making them more resistant to removal on vintage LPs. IME, 50s-60s era Decca/London records are among the toughest to clean (if they've never been) but once you do... wow!
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Agape126,
Record manufacturers do not "spray some type of solvent (scratch resistant") on them. A new record, after cooling, comes out of the mold and goes straight into the sleeve with nothing added but a visual inspection (if we're lucky).