Every time I make anything, a weld goes inside of it. Is that bad? If it is bad, how do I make it go away? 
There’s nothing wrong with welds, but is there possibly a weld connected to the mesh part(s) you’re using that causes them to have welds - or are you copying the same part?
You can just delete the weld from the parts though, it shouldn’t affect your build at all unless the weld ends up being significant to the parts you’re using!
This is most likely happening because you have “Join Surfaces” enabled. Make sure you turn it off in order for it to stop creating welds
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