Is it better to automatically setup a break between sections or use a regular hard line break?

If you're talking about column/page break markers, I'd say that it depends on your use case and your personal preferences.

One of the great things about InDesign is its adjustable text frames. If you want a line of text to go to the next column/page/section, all you need to do is select your Arrow/Selection tool to click on the text frame, then adjust the bottom of the text frame to move lines of text to/back from the next column/page/section. Alternately, you can use the Type>Insert Break Character>[your choice of break character as seems appropriate] to go from one column/page/section to the next.

If I was setting up, say, a manual where I could expect numerous changes/additions/deletions to the text in layout, using the break character would let you set your text frame to fill the full page and rely on the break character to give you a little wiggle room as may seem appropriate. But if I was just laying out something in a single pass to create text placement where I wanted it, I'd just adjust my text frames to get the layouts I wanted. One, because that way I could adjust copyfit in real time as I worked my way from the front to the back of the document I was designing; and two, because there is no quick keyboard shortcut on the Mac side and no easy one to use on the Windows side to speed my work.

But that's just my personal preference. Yours may be different, and you have every right to be you. So I'd let your personal preferences be your guide. Depending on the project, this is more of a personal peccadillo/preference than some immutable law of InDesign. So please feel free to make your call and press on as you feel appropriate.

Hope this helps,

Randy

To expand on Rob's answer, you need to learn how to use Paragraph Styles. In your example, you would use two styles, "Blue Heading" and "Body Text" — although you can name them anything you like. You can then set every characteristic of each style — font face, size, color and every aspect of spacing — and those settings and any changes will automatically apply to all paragraphs with that style. It's a huge leap up from "Word style" formatting line by line.

By using styles and assigning them to every paragraph,  you can adjust the layout with one change to a style, instead of having to reformat every line all the way through.

There are good (and free) tutorials on most aspects of InDesign. Spend some time with the basic ones on layout, styles, etc. and you'll quickly come up to speed with how the app should be used best.

But rule one is simple: never use "soft returns" or line breaks to create paragraphs, and never use two white space characters in a row — never two paragraph returns, soft returns, spaces, tabs, etc. All spacing should be controlled with styles and, in the case of horizontal line elements, (single) tabs.

Feel free to ask questions as you go. That's what most of us are here for.

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The Paragraph or Paragraph Style formatting has Space After and Space Before properties, which in general are better than paragraph returns. If you create space with returns or tabs it gets  difficult to keep the spacing consistent or make global changes the way you can if all the dicument’s Paragraphs are styled with space above or below.