Hey I bought the same head unit! Stopped working in 2 weeks (lol), probably a burnt fuse. Do you know where I can get a new one? And how do you like the speakers?
It all depends what your comfortable with. If this stuff is new to you, just be safe and disconnect the battery. And always remove ground first. If you short something to the chassis while disconnecting the positive terminal if you haven't disconnected ground, the whole chassis is ground and you will get sparks (or worse). That said, you only need to disconnect ground and only ground to work on the car safely.