Greetings all,
By way of introduction, I’m a piper in Dunedin, Florida (both great and small), and after some time spent perusing this website and forum, Saturday I purchased a Walton, and I’ve mail-ordered “The Complete Irish Tin Whistle Tutor” by McCullough. So far I’ve picked up Minstrel Boy and Foggy Dew, although I’m finding it difficult to remember to play high-hand notes with an open low hand; on pipes the low hand’s usually closed (I also unconsciously add useless burls and low G strikes to the end of the whistle where I’m used to having one more hole), but I find that many of my bagpipe gracings sound quite nice on a whistle (Yeah; I try to stick to the scales while awaiting my tutor book, so as to not learn any (more) bad habits which will have to be un-learned later, but being a bit ADD I tend to wander off and start fiddling with tunes instead).
I’m glad to make your acquaintance, and am looking forward to participating on this forum and learning from your collective experience.
Sláinte,
Emmet
Good morning Emmet, welcome to C&F, and the exciting world of whistles.
Welcome to the madness! 
Keep in mind 'round these parts “pipes” usually refers to the uilleann pipes, not the highland or small pipes.
Welcome to C&F. Go ahead and pound out “Scotland the Brave” on your whistle. We won’t tell.
Welcome Emmet,
Don’t worry too much (at this time) about leaving fingers on the whistle, there are many players around who use the ‘only take off the fingers you need to sound the note’ style. I (for some tunes) use the technique of leaving fingers on when I don’t really need to lift them. When I play some tunes that has middle D, C#, D I leave my bottom three fingers on when playing the C#, it does not make any difference to the sound of the note.
I would say if the tone of the note you are intending to play while leaving fingers on does not change then don’t worry about it, although I would encourage you to learn one way to start with. There is an advantage to having more than one string to your bow though! 
Once again welcome.
Welcome to the madness! I’m relatively new to it myself, but learning quickly.
KAC
Welcome Emmet!!
Don’t worry about waiting for the tutor book, go ahead and honk out some tunes! There aren’t too many bad habits that you can learn on the whistle, and the few that you do pick up shouldn’t be hard to iron out once you have some tunes down. I started off on highland pipes as well, and whistle was fairly easy to learn.
The hardest part is style. Scottish music differs significantly from Irish music as far as how its played and sounds. The best way to work on this is to listen to as much Irish music as you can. It doesn’t have to be whistling either- fiddle, banjo, and accordion music will all help you get a feel for how the music is supposed to sound. Good luck and have fun!!