When I mix, the volume control is at 0db, but my mix peaks at around -5db or less. Sometimes as low as -12db! But in the mastering stage, I use a limiter to bring the loudness up. If your mix is peaking above -3db, there isn't much headroom for the limiter to work with, and you won't be able to get your track as loud as you would if your mix was quieter. However, if your mix is loud, you just bring the volume control down, and that will bring the peaks down with it.
As for the mastering stage, your volume control should definitely stay at 0db, and the loudness peak should be controlled by the limiter. Most mixes are limited at -0.2db or thereabouts. Some mixes are limited at 0db, though. Whatever you think sounds best.
A lot of figuring out the "best volume to export your mix at" and blah blah blah just comes with experience. What I will advise you to do though, seeing as you are new to mixing and mastering, is to try different things every project. One project, try exporting the mix at -3db, and see how the mastering takes it. Maybe next project, try exporting the mix at -10db, then hitting it with your mastering effects. And I don't mean try new things just with the volume of your mix, but with everything, such as EQ and compression.
If you use practically the same techniques every project because "it works", sure you may have a good sound going, but you learning will stop and you won't be very versatile in your craft. I've been taking production seriously for over a year now, and I still try out new things every project. What's the worst that can happen? If it sounds crap, you just take the plugin off the chain. The beauty of working on a computer.