Should I delete my mashed list.esp in the data files every time I either uncheck an esp or check an esp and then place a new mashed list.esp, from the mopy folder, and then merge list? Because when I uncheck esps, I sometimes get error messages in the main loading menu, the loading menu before the main title screen, saying I'm missing something. I thought that might have something to do with it.

No. You only need to rebuild the mashed list whenever you add or remove a mod that makes changes to leveled lists. If a mod doesn't make a change to leveled lists, you can leave mashed lists alone.

What Jac said and remember not to add merged object into the Mashed Lists.esp, which isn't recommend instead you need to use http://mw.modhistory.com/download--5234 (http://mw.modhistory.com/download--9755) when you want to handle merged objects.

It never hurts to merge the list every time I add or remove a mod though does it?

it never hurts, but you can verify if the added/removed mod really needs it very fast from Mash: right click the mod, Statistics, click the Type header to sort things, look for LEVI, LEVC entries, regenerate merged list if present

No, that'll be fine.
Merged Objects doesn't include LEVC / LEVI (i.e. levelled lists) so that shouldn't be a problem. The "bugfix" linked there is Aerelorn's Levelled List Resequencer, which is only needed if you generate your merged levelled list file from TESTool. If you use Wrye Mash there's no need for it.

[Edit: what abot said.]

Ah, i see. That's good to know because I merge my lists every time I add or remove a mod.