Sorry - a couple more newbie analog questions

I did a search on this but couldn't find answers pertaining directly to my situation so here it goes...

Stupid question #1) When changing records should I turn the player off, or can I change on the fly? My paranoid half is telling me that I might be damaging the other side of the record and/or the motor. I am not using a clamp.

Stupid question #2) When a cartridge is still breaking in what ways does it sound bad? I am noticing sometimes, not always, high frequencies distort - high, loud, short piano or violin notes. Is this normal break in or do I not have the cartrdige set up properly. (Goldring Elektra/Rega RB250) The VTF is set at the top end of the suggested range, 2 grams. The cartridge is factory pre-set, when I checked the alignment with the paper thingy it looks okay. Could this distortion be a software issue, most of my lps are pretty old and I am still waiting for my disc doctor kit. The cartridge has about 20 hours on it.

Thanks in advance!