1. Google. Not being snide, but you'll come across pictures that will help better than I can.
2. DOF varies a lot, but for midrange focal lengths a good rule of thumb is a third in front of the focal plane and two thirds behind, so with a rangefinder (where I can't check DOF) I tend to focus a third of the way into the important stretch of the photo - I'm not worried if I don't hit it.
3. Use the aperture preview (dedicated button on GF1, don't know about E-P2).
4. A 25-50 f/4 becomes effectively a 50-100 f/8 on micro four thirds. You still gather light at f/4 speed, but because of the crop/enlargement factor, DOF effectively doubles. Effective f/8 at the wide end is good enough for most people.
5. You'll find what you're comfortable with. Most people will stop down to actual f/5.6, f/8 or f/11 and focus at a few metres (may need to turn off the autofocus). Depends on how much DOF you want, what focal length you have, how far your subjects are typically in front of you. DOF scales help (though will mislead with a film lens on M43), but I think most people end up doing it intuitively. It's not an exact science.
6. Google a picture of an old metal Nikkor 24mm and 50mm and see what you get.