1) Users need to login in order to make comments and read the blog (if that is your setup). There are many different ways to setup your site, the tut only shows a possible setup.
2) This may not be important since it may not apply to your setup.
3) that is the page for the create new template variable action. It is located on the template variables tab in the manage resources page.
I see where you may have problems with the tutorial, it is a bit old and makes several assumptions regarding your setup. Since MODx is so flexible and there is no ONE way of getting things done it presents a very challenging environment for creating tutorials for.
You may also want to look at (if you haven’t already) at the wiki post (note, to add to your frustrations this is also outdated, ditto has evolved and some of the parameters have changed):
http://wiki.modxcms.com/index.php/Basic_Blog
There is an effort underway to update all the tutorials, but there is no time frame on this since it is a volunteer job. Meanwhile I am sure that other forum readers will be glad to help sort things out.
One good idea is to take apart or study the blog setup in the demo site (you can add sample data during the install process). I keep a few local installations on my PC just for working things out, IMO this is an indispensable work tool.