Also, is there any information on what the impedance does / how it is measured?
Impedance as its name suggests "impedes" the flow of current, the unit of measurement is the ohm.
The tutorials I have read always say 1Mohm
That is because the program uses only one sensor. When switching the internal analogue to digital converter to the other pins, the capacitor on the sample and hold has to charge up or discharge down to the new value. If the impedance is to high it takes too long for the capacitor to adjust it's value.
As you can't actually do an analogue read of those last three pins your input to the A/D is floating, that is picking up interference. With such a high input impedance on the first real input it has not got time enough to adjust to the real voltage. Hence you see the rubbish.