1) T-Mobile just rereleased the GDR2/Amber update OTA so you need wifi to download that, What version are you currently using Settings->About-> What does it say under OS & Firmware.
It could be T-Mobile My Account app notifiying that you need to restart your phone if you have not powered on and off your phone in a couple a weeks if you have that installed.
2) You can install
SysApp Pusher to find all the Nokia Applications and Nokia System Updates that you could be missing (some of them require GDR2/Amber to be installed). You can search for T-Mobile in marketplace and get those apps from T-Mobile (my account, scout, T-Mobile tv, etc)
3) You will have to wait for GDR3 release in a couple months before you can assign custom sound & ringtone to text and alarms.
I would suggest looking into
Kid Corner's and when you let your kids use your phone you turn it on, to prevent them from doing harm to your phone.