I can't answer all of your questions, but the reason that you're keystrokes are not showing when running the sudo command in the command prompt terminal is for added security. The logic is that someone can't see the length of your password to help gain access. However, it is typing.
As for the additional Windows Startup entries, you can modify your GRUB (the boot menu) to remove those entries. There are several options in there for linux as it's kind of like the Windows F8 boot options. Again, you can modify and personalize this.
I would suggest for the other problems, posting in www.ubuntuforums.org
as that's where the developers hang out and then can really tackle some of these issues.
Humans are the only creatures that won't live up to the their potential. Give everything your all. When you die, die on E.
So I ask you, what do you intend to do now?