1.) Making it smaller in the app it comes from. messiah is thought to be 1 unit = 1 meter like in Lightwave. Huge geometry is a major pain and all defaults are off - you can adjust some things (see the list of keyboard shortcuts for editsphere size and gridsize etc.) but it still will be a (useless) pain.
2.) From my experience it doesn’t matter a bit, you just have to make sure you don’t follow a tutorial for the one alternative with a character facing the other direction without adapting everything to it. If you are too new to expressions to do that, better rotate the figure in your modelling app. Rotating it in messiah can present another can of worms.
I have all my characters look “at me” in the default view, so it is facing towards negative z, but others do it the other way around…
3.) I have no idea what you are talking about here. 
Correction: Switch from Selected Objects to All Objects in the dropdown above the graph editor on the left side where in your case it will say Selected Objects.
Cheers,