Lots to unpack here, but first - welcome to R2R! I'm glad that you found us and hope you find it helpful.
To start off; the vast majority of us have been where you are. Keeping a saltwater tank is a huge undertaking and it's unreasonable to think that anyone new to the hobby could know everything right from the start. So please don't take any advice given as criticism against you. Members here are looking to help you progress your skill in this hobby - to bring you up; not bash you down.
My first suggestion is to keep things slow. The "golden rule" of reefing (and saltwater in general) is that "nothing good happens fast". You will not get a saltwater tank overnight. It sounds like you know this already, so I just wanted to reinforce that.
If possible, I would personally suggest returning the fish you have. Neither of your tanks seem to have established the biological processes that are often looked for to ensure that fish can survive without stress.
If that is not possible or is not desirable - there are certainly other options.
@Lasse has posted an article that outlines some very good, clear steps that you could take to build a successful, long-term tank. It's a great article and worth the scant time it will take to read through it.
In either case; yes - water changes will help to keep your fish healthy and as happy as possible. The only downside of doing too many water changes is that you spend more money on salt and water than you might really need to. But the costs involved in a gallon or two of saltwater is usually pretty cheap - less than the cost of even one fish, usually. And since doing them might save all your fish - it's a good trade-off.
I wouldn't worry about changing the lights just yet. Until you start adding coral, even ambient room lighting is fine for fish.
In terms of adding coral and nems; I would suggest waiting to add them until you understand what it is that they need and how you will provide them with this. Elements, flow, stability, and - yes - lighting are all things that corals require to survive and thrive. Poke around the site. Check out the "stickies" in the various sections that interest you. Ask any questions you have. Don't wait until you know everything (you - we - never will), but do at least understand the basics.
Good luck and - most important - enjoy the journey!