Depending on your familiarity and comfort level with this sort of thing, it's really not that big of a deal. Windows is not going to care about your processor a whole lot, and your 1035t will easily allow you to get things going and determine if your board is working fine, etc.
Agree with smorizio, you will need to be good about cleaning your heat sink before reusing it, unless you have a different one you plan to use with the new chip when it arrives. I personally think some heat sinks are just too difficult to safely install once the motherboard is inside of a case, so the worst scenario would involve removing your motherboard from the case. Generally however, it's not too big of a deal.