I guess it is time to ask...

[Brutus]

so, I have heard alot about this horde feature here and there.

From what I understand, if you take a barbarian faction's last city, then they go into horde mode. Or they might horde just for giggles. Either way, once they horde, they get like two or three full stacks of mixed unit types. Is that correct?

Depending on the settlements' size (apparently), they will get about 3 to 6 full stacks of 'horde' units mixed with some regular units they already had and that escaped the carnage. They will spawn some distance away of the army that took their last settlement. Also, horde and regular units don't cost upkeep as long as a faction is in horde mode (though mercenaries do).

What's the big deal about two or three full stacks? Normally you could easily wax a couple of stacks with just a 3/4 stack of decent units.

Well, it's just many when you're unprepared. The Huns and Vandals start out as (very large) hordes and might (most likely will) push other factions into horde mode too. So there go the Sarmatians, Roxolani and Goths as well, not uncommonly followed by the Alamannii, Burgundii, Lombardii, Ostrogoths (if they rebel from the Goths) or Franks (the Saxons can't horde). Finally later in the game, the Slavs will appear out of the blue to rock things a bit further. If you're a settled faction and there are suddenly about 3 or 4 hordes of 3 to 5 stacks at your doorstep, it's not that easy anymore.

And also, what happens to the city if they pack up? Does it go rebel on you?

It goes to the faction that just conquered it, which can choose if it's a horde to settle it or sack it (which means they strip it of all it's money, kill all people and ruin most buildings), after which it indeed goes rebel.

What happens when the horde takes a city? Do they lose all the units or just some or what?

A horde loses about a third of their horde units after they take their first city, about half when they take their second city, and all horde units left are gone when they take a third city. Generals and regular units remain, of course.

And what's with brie cheese, anyway? It has a skin, but yet it's kinda slimy under the skin. Who's great idea was that?

Brie originated in the French region of Brie (roughly corresponding to the modern département of Seine-et-Marne). According to Wikipedia:

The Brie de Meaux, manufactured outside of Paris since the 8th century, was originally known as the "King's Cheese" (later, following the French Revolution, the "King of Cheeses") and was enjoyed by the peasantry and nobility alike.

[dismal]

Another big difference is that the Roman cities are big and their empires large from the beginning.

This means as a non-Roman, you face a steady stream of top Roman troops from the beginning of the game. I have been playing a Saxon game where I have to fight off a decent roman army (some with 3-4 legionary first cohort units) every turn.