I got this guitar in a trade and I'm ready to change the strings but the idea the bridge is movable scares the beejees outa me.

How do you maintain set-up with something like that?

Am I over analysing or should I just pencil mark where it presently is and go from there.
Some people have the bridge "pinned" but usually you just replace the strings one at a time and it's never an issue.

Pencil mark is a fine idea. I wouldn't worry about it.