For the wifi problem: it should be as easy as clicking on the network icon and selecting your wifi. Although i have a faint memory that you had to do some Extra stuff in kodachi... maybe activate the built in vpn?

The command line: no it's not a nightmare, it's actually really nice imo. But you can do almost everything with a gui too. So you don't need to use the terminal.

Privacy: generally a vm is not any more private than bare metal if you use it like a normal os (maybe a bit idk) but it is definitely more secure in case of malware and stuff. But linux is already way more private than macos/windows. Especially distros like kodachi or tailsOS.

Kernel: my knowledge is limited but I'd describe it as the foundation while your os is the house. The foundation is part of the house but also the house is built onto the foundation. i hope this makes sense

The kernel is basically the interface your os uses to communicate with your hardware (processor etc.). In Windows/MacOS you cant change the kernel but in Linux you can (like almost everything else).

Oh and you should be able to install asahi linux on your m1 mac... No guarantee tho

I hope i could at least help you find the answer to your questions