My system is running Windows 7 x64. I want to install Debian as the main OS from USB flash drive, and I have never did this before.
How can I make it to delete Windows 7 at all, and install Debian?
Do I need to have USB plugged all the time?
You need to create a bootable usb key. This is explained in this other post: How to install Debian from a USB drive?.
To answer the rest of your question:
Don't worry, this is a pretty simple operation.