For #2 see Grumpy_Mike's answer at the bottom here for an answer:
#4 is normal behavior for a factory fresh unit, for some values of factory.
Sorry, no thoughts re: 1 and 3.
The Arduino software comes in a disk image that will not be mounted when the computer restarts. You should find arduino-0017.dmg in your Downloads folder, and double-clicking it will re-open the image.
The book is old, Arduino is now only the single Arduino.app file. Drag this to your Applications folder. You don't need to run a macosx_setup command.