USB loading guide
will answer most of your questions.
don't worry about out of region games, it's just a setting in the loader you are using. i like wiiflow, nice coverflow effects (link below). always good to have 2 or 3 loaders avaible. sometimes they offer different options, but gx and wiiflow should do the job (as mentioned maybe get cfg loader as well)
don't worry about system updates either as you will disable them when you are able to enter priiloader hacks settings.