It's been a while since I played, but here's what I can contribute on those points:
1- I like to concentrate on one city until I have at least the beginnings of an economy running. If I have a couple of extra colonists not needed for that, or an expert I can't use where I am, I might send them off to grab some particularly valuable resource spot. Silver miners are good for this. Remember that every coastal city is another place you'll need to defend against the King later on.
2- I'm usually peaceful toward the natives, and in fact use their settlements as buffer zones between me and where other Europeans may live. You can get a lot of good stuff sending scouts to meet & greet.
3- Remember that if you say no, the colony will trash a bunch of goods, and you won't be able to trade that again until you build a Customs House. (You still won't be able to buy that good in Europe, but at that point it's not that important.) I generally eat the tax unless it's something I really don't have any interest in trading any longer.
4- I'm kind of lazy and just trade with Europe. Natives don't buy that much stuff and you need to find the village that wants it; often it's easier to sell in Europe and buy some trade goods to fill your ships coming home.