Mainly, Registry cleaners remove remnants of uninstalled programs that remain after a program is uninstalled. Such remnants are often left in the Registry and create clutter in it. Registry cleaners can help keep your system running at it's best performance but they can also cause problems by removing something that should not be removed.
One cleaner that's often recommended here and in other forums is
CCleaner. It's really a disk cleanup tool which also does some Registry cleaning. The Registry cleaning is accomplished by running it's Issues scan. CCleaner is safe to use, as can be attested to by many members of this forum.
Yes, you should expect to see some entries in your Registry after installing Flight Simulator FSX, just as you would other programs.