Congrats on your purchase! She is a great boat... (yes I am biased)
1. On the depth meter - it was an option on the boat, and it would replace the blank gauge in the instrument panel. You can source the factory style faria gauge kit from a nearby dealer
http://faria-instruments.com/depth_sounder.php, or go aftermarket. Places like west marine and bass pro have "gauge style" depth sounders available. For example...
http://www.basspro.com/HawkEye-InDash-Digital-Depth-Sounder/product/10212724/You can also install a fish finder or combo gps/fish finder depending on your needs, wants and budget. I have a fish finder in mine, along with an in-dash compass where the depth sounder usually goes.

2. I have a fair bit of free play in our steering system, and when the dealer checked it, he found it to be normal. I am not certain if there is an adjustment.... I don't believe there is.
3. I would be suspicious of the cables on the shifter mechanism becoming frayed, which would cause the stiffness issues. I know there is a method of adjusting the tension on the controler itself, but I would be checking the cables first.
I haven't seen a good free manual covering the internals of the throttle system. I am sure you could buy one from ebay, or your local dealer. The steering system manual can probably be found on teleflex's website. Just match up the number on your steering hub (under the dash).
Be sure to browse around the site, there is alot of good information to be had. And don't forget to post pictures of your new boat! It's an unofficial - official rule around here....
