You don’t need to fire up the save after every mod, but it’s worth checking a few times during the process to make sure everything’s working. What I like to do is create a new, unmodified game, get somewhere like Riverwood and then create a save that I can use for testing. It’s also recommended to do a clean install of Skyrim and start a new game, especially if you’re going to be throwing a lot of mods into the mix.
Before you start turning dragons into 'Macho Man' Randy Savage, there are a few things you’ll want to install first.