Newbie welder question.

Agreed.^^^^^^^
It would be possible to use the .035 tip on .030 wire, but it wouldn't work well.
Obviously, trying to use .035 wire with an .030 tip wouldn't work because the wire won't fit through it.
The tips are actually called ''contact tips'' and that's how the wire is energized with the power for welding.
If there is too much slop in the contact between the wire and the tip, you will get inconsistent power to the wire causing it to sputter and weld inconsistently.
Yes, use the right size tip for the size of wire that you are using, and only buy copper coated mig wire, it welds much better than uncoated wire...........