Ok:
1 - You automatically repair injuries (except loss of organs/limbs) and thirst/hunger when you 'travel' on the overmap. So just exit, take one step away and voila, you're fixed.
2 - This is a bit complicated. You select items on the vendor's screen and yours to trade by pressing Enter on them; then press 't' to attempt trade. If the offer is acceptable, the deal is done: you drop your items right there on the floor, and you can go around the shop and pick up the stuff you bought - it won't have the $$ signs on it anymore (if you take anything $like this$ out of the shop, you're branded an outlaw.) You can use asdfghjkl to trade with currency, too - the wiki has some more explanation on how to do that.
3 - You can break any joint by grabbing the attached limb, locking the joint then breaking it. Examples:
grab (left/right) upper arm->lock shoulder->break shoulder
grab lower arm->lock elbow->break elbow
grab hand->lock wrist->break wrist
You can do the same with upper/lower legs and feet to break hips, knees and ankles. One nice way to increase your wrestling skill is to grab an undead, break all their joints, then choke them forever (they don't need to breathe, so they won't die...)
4 - One nice starting build i've found is 11 points in the weapon of your choice (I like hammers..), 11 points in Armor User (You start with a fairly decent set that way), and 6 points in Shield (i.e. Novice) - that uses up all your points exactly and is fairly survivable. Everything else is really easy to train up. Practice your Ambush skill in town before you head out to help your chances (press shift-S to start sneaking, then just hold down left+right until you're tired). And remember to grab a crew (talk/join with any weapon users you see, and fill up your party with drunks) - they help out quite a lot.