I have been paper piecing for years and one thing I would suggest if you are new to paper piecing: do not start with a Judy Niemeyer pattern. They are extremely complex with lots of seams and not for beginners. Start with some of the Carol Doak patterns or some of the free paper pieced patterns on Quilters Cache (these say paper pieced and have 1,2 or 3 pins to tell you of the complexity).
I leave the papers on until I have completed the entire quilt top. Because I use a very small stitch length (1.5 on my Janome) the paper almost falls off when pulled gently. I sit in front of the tv and pull off the papers. Do not wet the papers because the inks from the pattern can transfer to the fabric. Keeping the papers on until the top is complete helps to stabilize the fabrics and keeps the bias from stretching.
Good luck. Keep us posted on your progress.
Anita