Well for #1, I can't help you. For #2, yes it is somewhat normal. The automatic engagement of the transfer case when it goes into 4wd sometimes makes Toyotas have this clunking sound. I think it's caused by the gears in the transfer case not quite lining up at first. For #3, it doesn't matter as long as you keep it below the speed listed (normally 62 mph in Toyotas), but it is usually easier to get it to go while moving. #4, yes it's normal to be harder to steer. The front axle is trying to spin both front tires at the same speed, but in a corner, the tires can't. The outside wheel will turn faster than the inside one, but the auto locking hubs prevent this. That causes the hard turning and skipping on dry pavement. Try it in your yard or on dirt, and you will notice that it's easier to turn. The hubs disconnect in 2wd, which makes the skipping issue go away.
I know it may not be the best explanation, but I hope it helps. #2, 3, and 4 are all things I have experienced on every 4wd Toyota I have owned. It's just the way they're made.