A body can capture an image without a lens, but it will most likely be shades of black/grey/white (depending of light source available and shutter speed).
No lens = no focal length = no "mm"
The reason why there are 'body-only' cameras are because camera bodies (and lesnes) get upgraded. So, if you have a lens that you really like, you can use it on a new camera body. Also, if a new lens comes out, you can use it on your body. But don't think that any lens with fit and/or work with it. There are different mounts and even same brands have different mounts.
While I agree that the Nikon D750 isn't the best camera to start with (considering your question), I'm not going to tell you what you should/shouldn't buy.
You can actually attempt pinhole photography but it's strongly suggested to purchase a lens.
As an example of pinhole photography, this was taken with a hole of about 100 micrometres (that is 0.1mm), taken with my OM-D: