Newbie to RTW and EB

[mAIOR]

1. you have to press the show me how button on the advisor.
2. Well, this is kinda peculiar. It depends what you're looking for. If it's troops you have to upgrade your barracks (you have local and faction barracks and in Italy, local won't be good). And first you have to build governments (see the thread about the MIC explanation that is stickied and there is a topic explaining govs somewhere but I can't seem to find it...).
If you're into trade, you have to develop markets and such. For more information, right click on the buildings you see.

3. There are some costomizations for EB but what you're talking is mostly players naming their armies. Not in game feature tough.

4. Trade agreements help. But you need to improve your trading buildings in your towns. Building mines also helps... A lot! :)

5.Yes

Hope this helps. Oh and welome to the .org

EDIT: Watchman, you beat me to it :)

Cheers...