1. I had the same problem with mail until I asked here. At the very least, it isn't exactly intuitive. I thought the feature was completely lacking. Now that I have it linked, I find there are actually fewer steps in looking at each email address than there are with iOS.
2. This is a big deal. Luckily I could care less about my library. For now I am using a third party google music option. Once Xbox Music gets the iTunes match equivalent, which should be soon, I will migrate to that (assuming it is priced competitively, free i better lol).
3. I have no qualms with IE. In fact I find it to be wonderful and fast. It works much like most modern desktop browsers in that your address bar is your search bar. Not sure why Apple is still stuck in the stoneage in those regards. The bookmarks tab is now called favorites, but there seems to be no editing of folders and such. Not a huge deal for me since I keep different bookmarks on my handhelds than I do on the desktop, and I am not the bookmarks packrat that I know some are. Still, I can see why people want the functionality.
Just about the only thing I miss is opening tabs on the desktop and seeing them on the phone, or vice versa. That level of syncing is actually pretty cool. Again, not something I used terribly often, but it is a nice feature to have.