Hi, Eskimo.
Just from you telling us that you don't know what genre your story is doesn't help us help you narrow it down. What's it about? What's the setting? What other stories is it similar to? (This is not assuming that your working isn't original, btw, but every story is like some other story. They just are. The similarities and differences are what help define genres.) Does it have spaceships? Wizards or mages? Monsters? Is it about the relationship between two people?
There is also something called cross-genre, where a story actually fits two or more genres or contains elements of multiple genres.
As for whether or not to stick to one genre or branch out, it is better to tell the story(ies) that you have to tell. Don't worry about genre unless you are writing to target a specific market, which it doesn't sound like you are at this point. The best thing to do is write.
We do have a forum here called Share Your Work (often abbreviated as SYW) where people can post their work for critique. It can be brutal in there, so make certain you are ready for honest feedback before you post. (The password is VISTA.)
I'm not certain what you mean by if every genre has a sub-genre of romance? Like you, I'm probably over-thinking things, but there are two literary meanings to the term romance. One is the modern-day term for the romance genre. The other goes back to ancient days when the genres as we know them didn't exist.