To all you hater's out there, here I am! Autocad stinks! Rhino Rocks!
1. Try the command, Solid_SolidEditTools_Holes_DeleteHole. This will delete the pocket you speak of, and leave the boundary curves for further editing.
2. Snap option for general purpose. Osnap for snapping to objects. You should be able to select and deselect the Osnap parameters. For instance, you probable do not want "Near" enabled if you are trying to snap to a point. On my screen, these are positioned along the bottom of the screen, for easy access while drawing. If you do not see them at the bottom of your screen, something is wrong. It may take time to get used to, but I turn those radio buttons on and off all the time while drawing.
3. Correct. Dimensions are a separate entity. When moving or scaling an object, you would select the dimensions too, if you want the dimensions to update.
4. When extruding a curve, check out the command prompt up top. If you would like the curve to go away, click on the "Delete Input" option.
5. It depends. Lets say you turn history on (up in the command prompt area : RecordHistory=On, UpdateHistory=Yes), and create a circle. Then, you make multiple copies of that circle. If you extrude the original into a cylinder, the rest of the circles will update. Still learning about this feature, but I hope that helped.
Rhino has an excellent user interface, with shortcut buttons available for everything (Type "Toolbar" into the command prompt, and customize away). It is the most intuitive cad program I have ever used.
I wish you luck in your endeavors. No, I am not a Rhino dealer. But I do drink that Kool-Aid. Yummm......