#1. "RE: Taking lens off while camera is on..." In response to Reply # 0
Welcome to Nikonians! Changing lenses with the camera on could possibly cause a short, that could damage your camera. If you have a lens with VR engaged when you change it the VR mechanism may not lock into it's neutral or centered position. I recommend that you make it a point to turn the camera off before changeing lenses. Good Luck and Enjoy your Nikons!
#4. "RE: Taking lens off while camera is on..." In response to Reply # 0
Tallahassee, Florida, US
As others have answered, yes you should turn your camera off before changing lenses. But like you, I've accidentally changed lenses while the camera was still on more than a few times, with no apparent harm done.