First time tapping. A couple questions

I have a corny of keg conditioned Ed Wort's Haus Ale just about ready to tap. This will be my first keg.
I have no idea how much pressure has built inside the keg. Should I bleed off the pressure and then connect to the CO2 at 10psi or just connect it without bleeding it off?

On a related matter: I hooked up a keg with about a gallon of water to make carbonated water for my kids (which they enjoyed) and put the pressure at 30psi. I noticed that when I turned the screw to adjust down to 10psi, the gauge didn't move. I had to bleed pressure off the keg, take a new reading, turn the screw, bleed the pressure, take a reading...you get the picture.
Is that how the regulator is supposed to work? Should I shut off the CO2 with the knob, bleed the pressure with the valve and then set to 10psi? Said another way: what's the procedure to drop the pressure from 30psi to 10psi?

Yeah - I'd bleed off the pressure before connecting and then set to the desired PSI. Otherwise, you could end up bathed in beer on your first pull.

And, when dropping pressure, you have to bleed it off (just like you're doing) to see the changes. And even then you should double-check the setting after a few hours and again the next day.