Hi,
I'm a newer homeowner, so not much "do-it yourself" experience. I'm trying to replace a kitchen faucet. After numerous you tube video', everything seems straight forward. Although I went to remove the old water supply lines, and there isn't a nut there to loosen. It looks to me like a copper pipe is soldered on above the threads. I'm hesitant to start sawing off an old pipe, because I'm thinking I shouldn't cut something that is needed later. Should I just call a plumber before I make a grave mistake, or would sawing it off be the correct move here?

There is likely a transition from the copper feeds to the faucet supplies. A picture would be helpful. You can probably do this yourself, but I wouldn't suggest sawing anything yet.

older single handle delta faucets had factory installed copper tubes sticking down from the faucet body. these are non-removable. they are disconnected from the shut offs or tubing adapters and the whole unit pulls up and away..

"sawing it off" is SELDOM the proper method of removing a faucet. Call a plumber.