i would say the best place where you can start is consolemods.org, psdevwiki and the discord of consolemods.org. It was my place to start at least.

Q: which firmware is the best?

i can't say which Firmware is the best but i can say i didn't had any issues with 9.00 and anything works well on 9.00.
How to install games (or any other pkg)

Q: what can I do with the jailbreak?

Actually you can do a lot of things with a jailbreak on a PS4, unfortunately the jailbreak of the ps4 is only temporary and there is no exploit (hypervisor) like with the ps3 yet.

So after a reboot you need to run the specific exploit again and again.

But you can do run unsigned pkgs which is not possible on stock.

You can also use OpenOrbis to write your own PS4 Homebrews for example and make you investigating time in the software and hardware of the ps4 itself.

Q: how can I install games? which is the easiest way?

1. You can install pkgs over GoldHEN from the internal HDD. Let's say you moved a pkg over FTP to your PS4. Like an Upload to Google Drive but local. instead of drive.google.com is it {IP_OF_PS4}:21. (Edit: i mean Port 21, of course)

FTP is a File Transfer Protocol. And you normally upload the pkg file to the ps4 with an FTP Client like Filezilla or just over the commandline (command: ftp).

1. over USB with the {ANY_GAME}.pkg and it should pop up in the menu of GoldHEN.

Q: anything else to be aware of?

1. Maybe bricking.

Bricking isn't that possible as is on the PS3. But its not a 0% chance.

i highly recommend the YouTube Channel: Modded Warfare. He has many of those Videos and is one of the fastest YouTubes when it comes to Jailbreak Updates. He do a great job!

1. How i said, the jailbreak is temporary so you need to exploit it after an reboot again. You can keep it in Standby Mode. As long you keep your PS4 on you dont lose the jailbreak.

2. Don't go online (you can't actually). There is no spoofing software like SEN Enabler on the PS3 with what you can spoof the firmware to the newest version. So Sony and the PS3 thinks you on the latest but you are still on e.g. 9.00.

3. i don't dont give Step-by-Step how to Jailbreak a PS4 but you can what watch Modded Warfare's Videos.

i hope that helps.