Welcome to the wierd and wonderful world of the Main Hall, Byblos.

To address your questions:

1. It's a very personal taste, you will find as many answers as players
2. Almost certainly
3. England makes a good first campaign, or the Almohads (my first campaign was Almos, and you get camels )
4. Medium should be okay, but there's no shame in trying Easy whilst you're still learning the game

Main thing to remember is that although it's related to RTW and M2TW, it is a different game and you can have a lot of fun with it. Check out the Guides section, too, you will find plenty of invaluable advice there. Good luck with your first campaign