3D Modeling & Triangles

I am new to Unity3 and 3D modeling so this may be silly question to advanced users.

Because I am not so experienced with Blender yet I create most of my models in Unity by combining objects and than making them into Prefabs.

What I would like to know is if because of putting one object half way into another it somehow makes it bigger size and slows my game down because of those triangles that are not visible but still exist inside of that other object.

I hope it doesn’t because for now it works great and I am still able to make some cool models but if it does - is there some way of combinig or welding objects into one?

I don’t think Unity3 can do that so can I somehow export combination of unity objects into Blender and do it there?

I hope this makes some sense because I don’t know how else to ask this question.

I would also like to know what is the best way of making models and maybe some references to tutorials and YouTube videos.

Thanks.

Those hidden triangles will take up extra memory and take a toll on rendering speed as they would need to be culled. It may not hurt if you don’t have too many, but it’s always a good idea to reduce this. Which is why it’s also good to model them properly, and although Blender is hard to learn, it’s worth it.
That said, what you are talking about are ‘boolean’ operations or CSG ‘constructive solid geometry’ where you can add, subtract, intersect, etc.
There may be something in the Asset Store that can help with that. Things that slice. Anyway, it could be a scripted editor enhancement. But in the mean time, if it’s a problem, get to know Blender. That operation is not difficult if that’s all you want to do.