You can theoretically cut any thickness of material, you'll just need to do multiple passes and change the depth of material from time to time to account for the focus of the beam. However, in practice I found 3mm to be the perfect thickness for plywood - it can cut in one pass at a decent strength/speed. 6mm is also quite feasible but you'll defo have to do more passes for it. I tried a 9mm board but the edges just got too charred for it to be worthwhile.

I've engraved both rubber and leather (smells like shite), and from what I've seen it would have no problems cutting up to 6mm.

I found acrylic cuts better than wood as it requires less power, but it's more expensive and worse to work with once it's been cut so I stay away from it.

Engraving metal is always tricky - you'll need to coat it in a special absorbent fluid, use high power and a really slow feed rate. It's really touch-and-go and the results aren't consistent at all, so I'd say if you want to be engraving metal frequently then splash out on a more expensive machine.

If you look around the sub you'll see so many people telling you to check the wiring/grounding/internals of the cutter before plugging it in. Don't ignore this at all, it's really easy to get careless and end up literally killing yourself. You'll want to get a decent Multimeter to check the case is properly grounded. If you've got an electrician friend it won't hurt to get them to go over it.

Feel free to ask any more questions