To clean or not to clean...

According to the real experts, there is no question! ALL vinyl records should be cleaned, even new ones. New records will have the residue of mold release compounds (old ones may, as well, if they've never been properly cleaned before) that should be removed, along with any other microscopic and non-microscopic detritus that may be present after pressing. There are many methods of doing this effectively. Of course, proper care, handling and storage of records are very important, as well (e.g. quality anti-static sleeves). After cleaning, you might want to consider using a product called "LAST" record preservative. Google the LAST Factory and see what you think. However, don't take my word for it. Read this:

Precision Aqueous Cleaning of Vinyl Records-2nd Edition - The Vinyl Press

Not an easy read but as informative a source on this subject as you will ever come across.  You might also want to read what the Library of Congress has to say on this, as well.

To clean or not clean a new LP depends on how much you value your cartridge and stylus, and how much you value getting the best sonics off the record.
It hurts nothing to clean prior to play so I do some form of it whether it’s a light brush or an ultrasonic clean. Proper care and your records will last a lifetime and continue to sound their best.
Also recommend cleaning the stylus periodically and replacing paper record sleeves.

I just play new LP's, and I only buy used if Very Good +, and look at them: looks clean to me, typically successfully play them.

My cleaning is for my old dirty records, ones others gave me, and if I take a chance in a used store on something I think needs and will clean well enough.

Training your brain to ignore infrequent random noise was/is part of the Vinyl experience. I had it, lost it during the many years of CD only, had to regain it. Recurring noise from scratches are regrettable, I don't buy or sell scratches.

Depends on how much you like paying for a cartridge rebuild.

Someone did an analysis of record groove gunk: he reported that it’s a third grease, and third fluff, and a third diamond dust (presumably from a stylus). That’s a grinding compound, ready and able to reshape your stylus.

No record touches my Koetsu until it’s been cleaned ultrasonically. According to a photomicrograph at 1000 hours, the stylus shows minimal wear. Even the authorized dealer advised against a rebuild.

So follow MC’s advice if you like to burn money and destroy precision instruments. I don’t.

Do not clean a brand new record other than removing the incidental dust. All the additives in record vinyl are mixed into the PVC. You can not remove them by cleaning. This includes the mold releasing agent. It works by changing the physical characteristics of the vinyl making it less sticky. This is a great example of lay intuition.

New records should be placed in a static free inner sleeve and incidental dust should be removed at each play. If you wind up with lint on your stylus you are not doing a good job. Dirty records will leave a residue on the stylus. There should be none. Clean your stylus well and play a few brand new records. Re examine the stylus gently removing any lint that it caught during play. It there any residue on the stylus? Look with magnification. If there is no residue your records are clean.

If you see finger prints on a new record that record was most likely used to test the run and played. I return those for another example.

For dust control I use a conductive sweep arm which tracks with the tonearm. It clears any incidental dust and discharges any static.  I use an isolated, hinged dust cover which is convenient to use during play. Contrary to popular belief the sound is better with it closed. It is like giving your cartridge hearing protection. There is always some static on the record. Static draws dust like a magnet. The best way to prevent dust collection on the record is to keep it covered. The only time it should be exposed to open air is in transition from the inner sleeve to the turntable and back. 

Cleaning records always entails some risk if just by accidental trauma.
There is no reason to clean a clean record. If a record starts out life noisy it has dirty recycled vinyl in it or is simply a bad pressing. Return it for a new one. Cleaning it will do nothing. The problem is other records from the same batch are likely to be just as bad. I returned 3 copies of The Cure's Disintegration before I got one that was reasonably quiet.