Well I'm same as you apart from vario, in your order too lol. I got my phone today and have just been enjoying it at stock think its great, thought it was crap for first few hours until I got my head round it as it's completely new, but love it
The marketplace is great
Not sure about the unlocking, presume it is once you have rooted it. I'm presuming the android os is based on linux/unix and therefore think of root as like admin control in windows. Stock roms have blocked access to root which you need to get into to unlock, modify etc.
Dont know what tethering is?
When you first receive your phone I think you should play with it for a good day or two before you go doing anything on it, especially if your asking questions like above lol, its completely alien from what your used to.........