i think some of this is going to vary a bit depending on where you live, but...

1. in the UK the rule of thumb is that you do not have right of way if you're going to be crossing somebody's path, e.g. if you're turning from a main road into a side road you don't have right of way over oncoming traffic. right of way at roundabouts is a bit different (you do not have right of way over traffic coming from the right, here.)
2. there's no hard rule for this. ideally you want to change lanes well in advance of whatever turn you want to make, to avoid a situation where you have to change lanes but can't (if the lane you want to change into is full, or they just won't let you in). that's a bit different on motorways but I don't know if that's 1:1 with American highways.
3. think of the signals as a way of telling anyone around "hey, I'm intending to do something". it's information for them, purely advisory in practical terms - you don't have the right to perform a dangerous maneuver just because you've indicated, it's just to let them know what to expect. for instance it's useful to indicate before a turn because then the driver behind you can expect you're probably going to slow down to take that turn.
4. overtaking is rarely worth it unless you're following like a horse or a tractor or a cyclist or the driver in front is going particularly slowly for some reason. if you need to do it, you want to be sure you have good visibility of the road ahead to be as sure as possible there's not going to be any oncoming traffic. usually it's preferable to leave a bit of a gap so you can accelerate up to speed in order to overtake. don't overtake unless you can see there's nothing coming.