Hi - welcome to the forum. We prefer new folks to add some details with the User CP ^^ but I have realised from your post that you must be in the UK.
Please find the right forum (W168) for future questions about your car. This one is for 'general' topics only.
As you admit to knowing nothing about cars, what on earth made you buy an MB, with no spare key, and no Owner's Handbook?
Keep looking for an OH for your car on eBay - they come up there occasionally. Definitely get yourself a spare key from the MB dealership (or you will live to reget it!) and it will set you back a little over Â£100.
Maybe a Ford Fiesta would have made life easier for you.
All the questions you have asked here can be answered, but in one post there is too much for most of us to deal with properly. Most posts here are on one specific topic and you have to do some work yourself.
I'll try to explain the first one about D+ and D- gearshifts, and the Program Selector switch.
Your auto transmission, when in D, can be forced into a lower gear by a sideways press & hold of the shift stick towards D-, or into a higher gear by press & hold towards D+. This provides a form of manual control over the auto transmission which some drivers prefer. If you have a display of the transmission at the cluster, it will then change from D to the gear number actually engaged. You can restore the transmission to auto by reversing the action previously performed. The transmission will not allow you to downshift manually if your current speed would damage the gearbox. There is a bit more to it concerning the 'shift range', but that's enough for starters.
The Program Selector switch. S = Standard, W = Comfort (C on later MB models) can be changed only when in P, N or D. It changes the 'map' that determines when the gearshifts occur, and which is continually 'adapted' by the drivers own driving style. The transmission's computer takes care of this.
Basically, in W the car will start (and reverse) in 2nd gear, which is better for winter driving, and normally gives a more comfortable ride. When in S, the transmission gives a more spirited gear shift, and is the normal position for general driving.