Attaching scripts to Prefab objects...

How would I drag a script onto a prefab without losing the prefab connection? Is keeping that connection important at all? What part of my prefab do I have to attach the script on to?

To do this, you put an instance of your prefab in scene, add the script (to whatever part of the prefab you need to), and the Apply to apply that change to the prefab. You want to keep that connection if you want ALL instances of your prefab to have that script. If not, then only that one will have it, and making changes to the original prefab won’t apply to your object. Vote for ‘nested prefabs’ at feedback.unity3d.com