You are right, the clowns should not have been added yet. The live rock would have been sufficient to start the cycle. This is a mistake many have made before you, it is tough to resist when starting your first tank and you do not fully appreciate all that it takes to get things running. People often use this approach to jump start their tank's ammonia cycle, the problem with this is, the fish are exposed to extremely poor conditions, in fact, they often die as a result of toxic ammonia build-up.
This being said, I would not do a water change, this will only prolong the time required to cycle the tank. You should not worry about water changes until your ammonia cycle is complete, after that, if you have only fish and a couple of "polyps" (again, after the cycle), you will be doing regular water changes to control nitrates and phosphates that build up in the system from decomposing fish waste and excess food.
Be patient, err on the side of caution, and pay close attention to what input you get from members of this site. We have learned much from many people here, and continue to learn, as will you. I believe you will find people more forthcoming on "what fish to buy" when they see you are progressing in the right direction and can provide a good, concientious home for them.
I hope this has helped, and welcome to the club!
-Dave and Gina