Re GPIO's - do you mean you can use 4 x digital or 4 x analog pins for these connections or any combination of either, and not the use the TX/RX pins at all?
Yes, you can use any analog or digital pin.
Re Uncommenting the U8glib line might not be enough - I was wondering about this as I could not see anywhere in U8glib code where 'E, RW, RS and RST' were being defined with respect to which pin numbers were connected to Mega2560 pins???
I tried to address this i my first replay:
U8GLIB_ST7920_128X64_1X(E, RW, RS, RST)
The first argument must be the pin number of your board, where you have connected E, second pin is for RW and so on.
The attached datasheed is the datasheet of the controller, not the datasheet of your display module.