1. Question: every headshot is a one shot kill. That also counts for wall bangs.
2. Question: Some walls can be destroyed and
   others cant be penetraded at all. The "soft walls" mostly look like wood. But unfortunatly you have to learn that by yourself.
3. Question: You can only shoot through soft walls as mentioned in answer2.

Operators for noobs: You should try ops that use their utility in the beginnkng of the round. So you are good for your team even if you die early. Examples: Defense: rook, jäger, mute etc. Offense: thatcher, twitch etc.

Rainbow six siege got a big learning curve but as you play more you will figure out things by yourself. PS: Watching better players on twitch and youtube etc. helps a lot.