We're still hacking away at the FM radio for the N900 (what a pain that is! anyways we're making progress at least...). In the mean time:

I agree the methodology of "changing screens" is a bit un-intuitive the first time you use the app. Swiping is the correct method, by the way (we like to use finger gestures as much as possible to help keep the interface clean). Eventually we'll get to publishing some help/documentation, we're just not there yet.

"any chance to have an option to choose a playlist as something that should be played, instead of just one MP3?
and one addition to this could be to make it user selectable if the playlist should be played in order or randomly."

On the alarm screen press the "Sound" button; it will change to "Folder". (if you have an N800 it will say FM; just press it again to get to Folder). This is the "playlist" mode, where you have fixed and random ordering options. It doesn't actually use a playlist (though that may be implemented as another option in the future), but simply generates a "playlist" based on all of the mp3 files in the target directory.

Thanks!