Yeah, like Adrian says.
If you can remove ‘hidden’ Faces that aren’t ‘doing anything’, remove them, but don’t worry if you (accidentally or out of laziness or so) leave them.
I don’t think it will make a difference in the actual Rendering, but in loading the model and triangulation, it might be a minimal difference.
A Cube Mesh, for instance is like a list of 8 Vertices (and at least their Positions), 16 Edges (and how they are connected to the Vertices) and 6 Faces (and…). Removing one Face, that is inside another Mesh, for instance will make that into a list of 8 Vertices, 16 Edges and 5 Faces. That list is shorter and will take less Memory…and one less Face to Triangulate…The savings you will be able to make in complex Models and Scenes will usually be neglectable (removing NGons might be more of an advantage, but unless you are modeling for Games, you shouldn’t worry too much about whether or not to remove a Face.