1) depends. If simply wounded Lord John will return after X number of turns. If killed he is gone gone. Only Legendary Lords are immune to being killed. As your empire grows you'll need non-Legendary lords to command your armies, especially as some factions only have 1 or 2 legendary lords.
2) You should see a bar with yellow and red sections. This is the balance of power that represents the relative strengths of the two armies and helps you judge your odds in an autoresolve.
3) Look at your unit cards. They will have a number of chevrons in bronze, silver, and gold, that represent their current experience level
looks like this. If you hover your mouse over the individual unit you can see a verticle
exp bar on the left hand side of your screen where the units info is displayed.
4) Because it's warhammer
More seriously, most factions start the game hated by most of their neighbors but how you handle your diplomacy can help this in the early game. This might require a bit of an explanation;