Well, you certainly started with a top of the line camera!
1. You do not need to load and unload the camera in the dark. That's only for loading the film on developing reels. The film is on a paper strip which protects it. Upon removing a roll from the camera, make sure it is fully wound off, then there is an adhesive strip you moisten and wrap around the roll to keep it from unwinding.
2. Exposed film, as I explained above, is protected with the paper strip. Just put it in your pocket, backpack, camera bag, or whatever you use to carry your equipment and film.
3. T-Max 400 is OK, although I prefer slower films for daylight use as they are finer grain. I use Ilford FP4, ISO 125 for my daylight work. Delta 400 is for low light work, similar to the T-Max 400. I may be old fashioned, but I believe in using the slowest, finest grain film that will do the job. This must be tempered with the aperture and shutter speeds required. I would rather have a little grain than a blurry shot because I had to use too low a shutter speed. Something that comes with experience.
4. I would choose one film speed per roll, and develop for that speed. Mixing speeds can be problematic.
5. I would recommend you choose one film, one developer, and one speed, and practice with that until you get things under control and can obtain good negatives. If you keep jumping around, it will be difficult to understand what combinations do what. Once you have one combination under control, you can expand to another.
I recommend you spend time studying these forums and other forums that pertain to film and developing. Also, there is a wealth of information on the manufacturers web sites. Kodak, Ilford and others have a lot of information. We can also recommend some good books on the subject when you are ready.
All this is my opinion - others may have different ideas.
Good luck - there is so much you can do with exposing and developing your own film and then, is you get to it, printing your own pictures in a darkroom. I've been doing it for more than 60 years and still love it!