LOL, i feel sorry for you because when i was a newb, i went through the exact same situation and it gave me some bad feeling ill never forget.
So just like you, i wanted to clean the dust off the HSF and decided to take it off. But it seemed like the HS was stuck to the CPU or something until i pulled it out. "where is the CPU?!?!" was the first thought after looking at the lonely socket without the cpu. God this gave me some frights, but later i realized it was stuck to the HS.
Ok, here is the tip. Warm up the HS with a hair dryer or something. Then start turning the cpu, twist it til it comes off. Buy some vodka or arctic clean 1&2 to get rid of the thermal compound and purify the surface. Grab some new thermal compound (maybe arctic silver 5) spread if over the cpu (make sure u install it on the socket first) then put back your HSF. Not too much though, a thin layer of thermal compound should be enough.
Note that the cpu is not damaged unless youve bent the pins badly. I did bent 2 pins, but i bent it back to original position (with my 1337 skillz of course) and its still going strong even after more 2 years of use
Good ol times.