1.) You can click on the desktop or e and you'll pull up the menu, from there, you can click "configuration" then click Modules to change which modules are loaded. Once you have set a module to load you can load that module to the shelf (if it is a widget) by clicking the menu, then clicking "configuration" and then hitting "shelves". (I think). I'm just going by memory at the moment.
2.) If you use the single deb install method, then you will have all of the modules installed. If you would like any other modules, you can build them by running the easy_e17.sh script. But, really, this method should build most of the modules that you're likely to find usable anyway. The deb e17 packages in the Mer repo don't have the modules, because my virtualbox install of Mer died before I got around to making the package and I haven't had time to fix it all yet. I should eventually, but I put this method aside for a while since the other method already works.
3.) Not sure which icon you are speaking about, but it could be the desktop switcher icon. Normally, you'd like to right click to edit shelf settings, but I can't seem to get right click working in Mer (in any window manager). So, you have to edit the shelf like I described above).
4.) If you find such a theme, let me know. Also, you should try the illume module in e17 as it makes it pretty finger friendly on the NIT vs the normal setup. Hopefully, the dependency problems will be resolved soon with the pixmap gtk engine.

Glad to hear you've had a pretty good experience so far.