1) You need to explicitly create a WLAN account, then add that account to the relevant groups (these in the Internet Accounts part of the Control Panel)
2) Don't know your problem, but I have Vodafone and MMS runs just fine; I am assuming that your SIM is actually enabled for the function (i.e., have you ever been able to do MMS with this SIM?)
3) Games. You don't need them. I bought a 4GB card (for £74) and installed that without even looking at the supplied card.
Actually, there is a caveat; I heard a rumour that you can switch off the slow animations by running the demo, pausing it and then switching away. So do that if you don't want animations, then go get a decent sized card.
4) Don't know, I have the update software at home, but I am not there.
i) Investgate the shortcuts in both flip open and closed mode, they are fairly handy.
ii) Tracks in the MP3 player sort alphabetically by default. To sort by album order, you have to get to the track display then choose "smart" size.
iii) You have to be as steady handed as a neurosurgeon to use the camera in high resolution and fine mode.
iv) Do not attempt to buy a new card from a shop, always buy off internet.
I was looking £50 for a 2GB on 'net, £75 from shops EXCEPT carphone warehouse who wanted £99. Then I found the 4GB one on the net and the deal was done...