PLT OF SMA LANDED STRAIGHT IN AT UNCTLED ARPT.

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WAS ON IFR FLT PLAN FROM EVV TO 3BB. HAD DSNDED TO 3000 FT ON RADAR VECTOR FOR VISUAL TO 3BB. I HAD SEEN 7D2 ON MAP BUT HAD NO IDEA HOW COSE TO 3BB IT ACTUALLY WAS. WHEN ALMOST OVER 7D2 I WAS CLRED FOR THE VISUAL APCH TO 3BB. AT THIS POINT I FIGURED I WAS OVER A CTLED ARPT AND WAS UNCLR AS TO EXACTLY WHAT TO DO. I ASKED APCH WHETHER THAT MEANT I SHOULD SWITCH TO ADVISORY OR STAY WITH HIM. HIS REPLY WAS 'YOU ARE CLRED FOR THE VISUAL APCH TO 3BB; DO YOU KNOW WHAT THAT MEANS.' WHAT A LOADED QUESTION; ANSWER NO AND I SEE BIG TROUBLE AHEAD; I REPLY 'YES; I KNOW WHAT THAT MEANS; I JUST DIDN'T WANT TO GET ANYONE MAD.' I STAY AT 3000 TILL WAY PAST TD2; CANCEL IFR AND DSND AND MAKE A STRAIGHT IN APCH TO RWY 9 WHICH I KNOW IS ACTIVE RWY DUE TO TFC AT 7D2 AND 3BB. BEING SO RATTLED BY THE CTLRS RESPONSE AND MY FEAR OF DOING SOMETHING WRONG. I COMPLETELY FORGOT THAT IT WOULD HAVE BEEN NICE TO 'FLY THE PATTERN' AT 3BB BEFORE LNDG. UNICOM AND VISUAL ASSURED ME THAT I WAS CLR OF ANY TFC; BUT 'THE PATTERN' WOULD HAVE BEEN SAFER. THIS IS ANOTHER EXAMPLE OF HOW ONE THING CAN CAUSE SUBSEQUENT ACTIONS TO GO BAD AS WELL. THERE WAS NEVER ANY DANGER; BUT FROM NOW ON I'M GOING TO DO A BETTER JOB OF LOOKING FOR OTHER CLOSE ARPTS AND UNDERSTANDING THEM BETTER.