Welcome first of all.
DON'T PANIC Myself and the others here will no doubt help you.

1)I would go bare-headed for starters

2)I'd go for natural cream white or Tartan

3)sgian dubh Maybe, not a must. mine has a broken top so I don't use it at the moment.

4) they are the small bits of material on elastic that peep out from under the fold in your sock in the same Tartan as your kilt or plain, Picking out a colour from your Tartan. You can make them yourself.

4)Buy a Brogue type or Ghille if possible.(your asking for problems otherwise)

5)going regimental and kilt pins have nothing to do with one another NEVER PIN THE APRONS TOGETHER you can tear your Kilt that way

6) A brooch will do if it's not to ott.

Best of luck