Unh-huh... Here we have someone who's used to mainstream games, and will need a little time before they adapt to the Dwarf Fortress style.
1. Optimal starting equipment can vary wildly depending on where you are settling, but a few things are good for starters.
Remove the anvil from your starting list. You will get a ton of points that you can spend on items that are significantly more useful in the early game.
Buy at least two dogs, preferably more. Don't go overboard though, as animals have rather terrifying reproduction rates. Taking a cat is optional, but I wouldn't really recommend it at the moment. The reason why will be covered in a little bit.
Drop whatever food items you have (but remember to bring plump helmet spawn! Other seeds are nice to have, but less important) and buy one item of each of the 2-point meats and fishes. Then, get a massive amount of turtles (60-80 to be completely safe, although not nearly that amount is really needed).
For skills, make sure you have one or two miners, one dedicated planter, one trader (appraisal, judge of intent, and persuade), one stone-and-bone crafter, one carpenter/woodcutter (unless you're on a treeless map, but that's a moot point right now. The folks who play on treeless maps generally already know enough about the game to decide for themselves what they're gonna bring), and then try to decide what to do with the last guy(s).
I recommend a cook/brewer. This will let you process the plants that the farmer brings in, and will create some very expensive meals that can be sold should you ever need the extra bargaining power. Otherwise, take a mason to make useful items out of the rock that you will dig up.
If you decided to take one miner and no cats, then the last dwarf should be a trapper. Get this dwarf to make some small animal traps, and then set him to the "capture land animal" task. He will run around, pick up the vermin critters that are running around, and stuff them into the traps. This will remove annoying vermin from your fort -which is the only reason to have cats-, will not generate the miasma that cat-slain vermin will generate, and actually adds to your food supplies (dwarves will happily eat live vermin if they have been trapped in such a manner).
You will probably have a load of points left over, so feel free to get a few logs, some extra booze (make sure the numbers for food items and booze end in 1 or 6. This will get you an extra barrel for future use. Also, each booze item should ideally have around 56 units, for all four booze items), maybe some more types of meat, and whatever other junk you feel like packing along. But make sure that your dwarves are as skilled as you can possibly make them, they're more important than your starting items.
2. You designate all digging and treecutting yourself. Fishing zones can be created through the zoning tool .3. Bins can be created at a carpenter's workshop or a smithy. Since you'll probably have access to wood before you have access to metal, I recommend the carpentry shop. The key for requesting one is [n].
4. That is a really difficult question, and doesn't really have any definitive answer. Try for heavily forested areas with a brook, the "calm" biome designation, a temperate climate, and a high density of shrubs.
5. Check the Wiki, check other threads, or wait for someone willing to tell you.
6. I'm not sure what you're talking about, where are they? Are they moving?