Do you have a skimmer? Is there any media in the sump? Do you have a pre-filter sponge in your overflow?
I have a hang on type overflow, and there is a sponge in it that I clean / rinse out about once a month, but I have never cleaned my sump media.
I did add a whole bunch of macro algae to the sump and some lights for it to assist in nutrient export. (nitrates) Much of the bio-filter / good bacteria, is established and lives in your sump. If your get a huge build up of gunk in it you could siphon some out, but the amount of gunk should remain pretty steady and not build up if you have a good feeding regimen and don't overfeed. If you have media in the sump, I would not siphon it. If you want to clean some gunk off equipment, pumps and heaters etc, go ahead whenever you want to. Otherwise I would leave it be and let it do its thing.
Welcome to the board. Lots of people here have good advice / experience. You can't go wrong by asking questions.