No level requirement you just have to visit Windhelm four times at night (i think) and it should happen on the last visit.
Serana or Lydia i'd say, although Dragonborn (i think) stops Lydia saying her catchphrase occasionally it adds in some new lines. like "I don't know whether to kill it or pet it."
If you check his bugs list it can happen, he's involved in a random encounter and i think the game can respawn him for it (and some other Companions if they die).
Leveled items don't get better with you, but getting them at later levels will get you a stronger version (and then it'll be set at that level). Skyforged weapons don't though.
Oblivion is a bit more of a traditional rpg than Skyrim, you have to pick a class and theres more stats.
Some PC's aren't really up-gradable, if yours doesn't have a tower you probably can't.
Spend sometime fiddling with the character creator, on PC there are mods and pre-made characters (those usually depend on the mods though).
If your 360 is connected to the internet you can buy them from it's online store, if not you would have to get the physical Legendary Edition (Skyrim with all the dlc included on a disc).
The wiki has very long timeline page listing all (or at least most) known events and their dates.
Girls can bring home one of two foxes or a rabbit, boys a mudcrabs or skeever.
Deathbrand is from the quest Deathbrand (which you can get from the book Deathbrand if your level 36 or over). Black Guard from a quest for Glover Mallory if your in the thieves guild. All this is on the wiki.